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Arunachalam, Senthilkumar ; Brian M, Lucey ; Muhammad Abubakr, Naeem ; Muhammad, Shafiullah ; Muhammad, Shafiullah ; brian, lucey. (2024) Deciphering asymmetric spillovers in US industries: Insights from higher-order moments.
In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

Full description at Econpapers

cites:

Sander, H. ; Beckmann, J. ; Kleimeier, S. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2020 J. Bank. Financ.. 113 1-3

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