Fig. 6.
Total return spillovers. Note: The rolling window total spillover indices are based on 250 days rolling window, lag = 1 (based on SIC) and a forecast horizon of 12 days
Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.