Figure 3
Ratio (gray line) among spillover effect and conditional volatility of SAMEM and MS SAMEM. Volatility proxy: high–low range. Sample period: Jan. 26, 2018–Jul 19, 2023. Source: Authors’ own work on Eikon Datastream data
Ratio (gray line) among spillover effect and conditional volatility of SAMEM and MS SAMEM. Volatility proxy: high–low range. Sample period: Jan. 26, 2018–Jul 19, 2023. Source: Authors’ own work on Eikon Datastream data