Volatility Spillovers Among EAGLE Economies: Insights from Frequency-Based TVP-VAR Connectedness

This study aims to reveal the network connectedness between the volatilities of Emerging and Growth-Leading Economies (EAGLEs) stock exchanges with the frequency-based TVP-VAR connectedness approach. Connectedness results were obtained in short (1–5 days) and long (5-inf) period frequencies among th...

詳細記述

書誌詳細

出版年:	Mathematics
主要な著者:	Yakup Ari, Hakan Kurt, Harun Uçak
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2025-04-01
主題:	EAGLEs countries frequency connectedness pairwise connectedness portfolio diversification TVP-VAR
オンライン･アクセス:	https://www.mdpi.com/2227-7390/13/8/1256