Dynamic spillover and connectedness in higher moments of European stock sector markets
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DOI: 10.1016/j.ribaf.2023.102164
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- Ozcelebi, Oguzhan & Kang, Sang Hoon, 2024. "Extreme connectedness and network across financial assets and commodity futures markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
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More about this item
Keywords
European sectors; Spillovers; High moments; High frequency; Hedging;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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