Research Article
Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events
Figure 5
Total spillover index in time and frequency domains: (a) TCI (time-domain), (b) TCI (short-term), (c) TCI (medium-term), and (d) TCI (long-term).
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(b) |
(c) |
(d) |