Business-Linkage Volatility Spillovers Between US Industries
(2019)
Journal Article
Xuan, L., Nguyen, D., Mateut, S., & Chevapatrakul, T. (2020). Business-Linkage Volatility Spillovers Between US Industries. Journal of Banking and Finance, 111, Article 105699. https://doi.org/10.1016/j.jbankfin.2019.105699
We examine the volatility transmission across industries and its dependence on the inter-industry business linkages. Our analysis reveals significant cross-industry volatility spillovers, which are clearly associated with the strength of the trade re... Read More about Business-Linkage Volatility Spillovers Between US Industries.