Work

Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions

Year: 2024

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2024.02.070

Authors: Zisheng Ouyang, Xuewei Zhou, Gang-jin Wang, Shuwen Liu, Min Lu

Institutions: Hunan Normal University, Hunan University, Hunan University of Technology and Business

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Hunan Province, National Office for Philosophy and Social Sciences

Awards: G412490277, 基于多层信息溢出网络的金融机构关联性与系统性风险贡献研究, G5897829496, G8769777366

OpenAlex ID: W4392046282

FWCI: 8.219

Cites: 65

Cited by: 23

Related to: 10