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

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



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


DOI: 10.1080/14697688.2020.1814038


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