Contagion and interdependencies : a dynamic connectedness approach among implied volatilities
Year of publication: |
2022
|
---|---|
Authors: | Amoako, Gilbert Kwabena ; Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Amoanyi, Daniel Kofi ; Adam, Anokye M. |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 10.2022, 1, Art.-No. 2148366, p. 1-20
|
Subject: | adaptability | economic events | heterogeneity | net persistent receivers | time-varying | Volatilität | Volatility | Schock | Shock | Theorie | Theory | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect |
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