Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events
In the context of the gradual intensification of the Russia-Ukraine conflict and the continuous spread of the COVID-19 pandemic, this paper concentrates on the impact of global extreme events such as the COVID-19 pandemic and the Russia-Ukraine conflict on the risk spillovers among major internation...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2023-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2023/7200306 |