plotPairwise

Method for ploting PAIRWISE spillovers

Accompanies a paper (Barunik, Krehlik (2018) <doi:10.1093/jjfinec/nby001>) dedicated to spectral decomposition of connectedness measures and their interpretation. We implement all the developed estimators as well as the historical counterparts. For more information, see the help or GitHub page (<https://github.com/tomaskrehlik/frequencyConnectedness>) for relevant information.

Tomas Krehlik

frequencyConnectedness

Spectral Decomposition of Connectedness Measures

plotPairwise function

<dl><dt>spillover_table</dt>
<dd>the output of rolling spillover estimation function</dd>
<dt>...</dt>
<dd>other arguments like whether it is within or absolute spillover
in case of the frequency spillovers</dd></dl>

Arguments

Tomas Krehlik &lt;tomas.krehlik@gmail.com&gt;

Author

Method for ploting PAIRWISE spillovers — plotPairwise

<dl>

<dt>spillover_table</dt>
<dd>the output of rolling spillover estimation function</dd>


<dt>...</dt>
<dd>other arguments like whether it is within or absolute spillover
in case of the frequency spillovers</dd>

</dl>

plotPairwise: Method for ploting PAIRWISE spillovers

Description

Usage

Value

Arguments

Author