Fig. 9
![Fig. 9](http://media.springernature.com/full/springer-static/image/art%3A10.1186%2Fs40854-021-00308-3/MediaObjects/40854_2021_308_Fig9_HTML.png)
Rolling-window based total return spillover index based on the DY approach. Note: 200Â days rolling window, lag order 12 based on AIC
Rolling-window based total return spillover index based on the DY approach. Note: 200Â days rolling window, lag order 12 based on AIC