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RePEcDerivatives & Volatility

Volatility Spillover in Financial Systems

The research reveals that volatility spillovers in dual financial systems form as intersectoral clusters affected by their own volatility.

Featured in No. 83 on 23 Jan 2025 · on release day

Released
23 Jan 2025
First featured
No. 83 · 23 Jan 2025
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Identifier
RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004938

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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