Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective
Mengting Li; Xiaofu Ma; Junsheng Jia; Chen Zhu
- Published
- Publisher
- Elsevier BV
- Journal / collection
- International Review of Economics & Finance
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.iref.2025.103976
The original publisher provides the full text and its access options.
Cite this source
Mengting Li; Xiaofu Ma; Junsheng Jia; Chen Zhu. Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. International Review of Economics & Finance. 2025-04. https://doi.org/10.1016/j.iref.2025.103976