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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

Digital Economy Era: The Role of Telecommunications Sector in Frequency-Dependent Default Risk Connectedness

Lookup NU author(s): Dr Jose LiuORCiD, Dr Doris Xin

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This is the authors' accepted manuscript of an article that has been published in its final definitive form by Taylor and Francis , 2020.

For re-use rights please refer to the publisher's terms and conditions.


Publication metadata

Author(s): Liu P, Shi S, Xin J

Publication type: Article

Publication status: Published

Journal: Quantitative Finance

Year: 2020

Volume: 20

Issue: 12

Pages: 2085-2100

Online publication date: 15/10/2020

Acceptance date: 15/11/2019

Date deposited: 03/12/2019

ISSN (print): 1469-7688

ISSN (electronic): 1469-7696

Publisher: Taylor and Francis

URL: https://doi.org/10.1080/14697688.2020.1814038

DOI: 10.1080/14697688.2020.1814038


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