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Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
This paper analyses the dynamic transmission mechanism of volatility spillovers between key global financial indicators and G20 stock markets. To examine volatility spillover relations, we combine a bivariate GARCH-BEKK model with complex network theory. Specifically, we construct a volatility netwo...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9463059/ https://www.ncbi.nlm.nih.gov/pubmed/36106329 http://dx.doi.org/10.1007/s00181-022-02290-w |