Dimos Kambouroudis
Biographic Data
| ID | 9613503 |
|---|---|
| NAME | Dimos Kambouroudis |
| GIVEN NAMES | Dimos |
| FAMILY NAME | Kambouroudis |
| SIGNATURE | KAMBOUROUDIS D |
| AFFILIATIONS | University of Stirling |
| ORCID | 0000-0002-8230-0028 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
This paper analyses the dynamic transmission mechanism of volatility spillovers between key global financial indicators and G20 stock markets. To examine volatility spillover relations, we combine a bivariate GARCH-BEKK model with complex network theory. Specifically, we construct a volatility network of international financial markets utilising the spatial connectedness of spillovers (consisting of nodes and edges). The findings show that spillo…
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Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
This paper analyses the dynamic transmission mechanism of volatility spillovers between key global financial indicators and G20 stock markets. To examine volatility spillover relations, we combine a bivariate GARCH-BEKK model with complex network theory. Specifically, we construct a volatility network of international financial markets utilising the spatial connectedness of spillovers (consisting of nodes and edges). The findings show that spillo…
Bivariate analysis (1 work) · Business (1 work) · Complex Systems and Time Series Analysis (1 work) · Economics (1 work) · Finance (1 work) · Financial crisis (1 work) · Financial economics (1 work) · Financial market (1 work) · Financial Risk and Volatility Modeling (1 work) · Geography (1 work)