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The comparison of the Australian sectoral volatility spillover between the pre-and during the Covid-19 pandemic.

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posted on 2023-06-01, 17:29 authored by Duc Hong Vo

Notes: Blue (yellow) nodes illustrate the net transmitter (receiver) of shocks. Vertices are weighted by the averaged net pairwise directional connectedness measures. The size of the nodes represents the weighted average net total directional connectedness.

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