Based on the article "Intraday Volatility Spillovers among European Financial Markets during COVID-19 by Aslam et al. (2021)", explain the reasons why volatility spillover of Netherlands is relatively higher than other eleven markets of the sampled countries during COVID-19?

 

 

Answer rating: 100% (QA)

In the article Intraday Volatility Spillovers among European Financial Markets during COVID19 by Aslam et al 2021 the authors may have identified seve... View the full answer