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Shock transmissions and business linkages among US sectors

Linh Xuan Diep Nguyen1, Thanaset Chevapatrakul2, Simona Mateut2

  • 1School of Business, University of Leicester, Brookfield, London Road, Leicester, LE2 1RQ UK.

Annals of Operations Research
|December 19, 2022
PubMed

Keywords:
Asset pricingConnectednessInput–output linkageShock transmissionStock marketVariance decomposition

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