---
title: Sectoral Volatility Contagion
url: https://www.ml-quant.com/papers/repec/eee-ememar-v-59-y-2024-i-c-s1566014124000050/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1566014124000050%3Bh%3Drepec%3Aeee%3Aememar%3Av%3A59%3Ay%3A2024%3Ai%3Ac%3As1566014124000050
featured: 2024-04-10
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1566014124000050%3Bh%3Drepec%3Aeee%3Aememar%3Av%3A59%3Ay%3A2024%3Ai%3Ac%3As1566014124000050
- Identifier: RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050
- Released: 2024-04-10
- First featured: Quant Letter No. 44 (2024-04-10): https://www.ml-quant.com/issues/2024-04-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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