Sectoral Volatility Contagion
The study examines the structure of risk contagion across sectors, emphasizing the need for accurate identification of this structure for effective regulation.
Featured in No. 44 on 10 Apr 2024 · on release day
- Released
- 10 Apr 2024
- First featured
- No. 44 · 10 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).