Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events

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...

Full description

Bibliographic Details
Main Authors: Yao Xiao, Zibing Dong, Shihua Huang, Yanshuang Li, Jian Wang, Xintian Zhuang
Format: Article
Language:English
Published: Hindawi Limited 2023-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2023/7200306

Similar Items

Similar Items