Work

The dynamics of volatility spillovers among Russian economy sectors

Year: 2024

Type: article

Source: Voprosy Ekonomiki

DOI: 10.32609/0042-8736-2024-12-50-68

Authors: Yu. V. Kudryavtseva, A. G. Mirzoyan

Institutions: Central Bank of the Russian Federation, Lomonosov Moscow State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405027360

FWCI:

Cites: 37

Cited by:

Related to: 10