Fear connectedness among asset classes
Year of publication: |
2018
|
---|---|
Authors: | Andrada Félix, Julián ; Fernandez-Perez, Adrian ; Sosvilla-Rivero, Simón |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 39, p. 4234-4249
|
Subject: | Codes: C53 | connectedness | financial market linkages | Implied volatility indices | VAR | variance decomposition | Volatilität | Volatility | Finanzmarkt | Financial market | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Aktienmarkt | Stock market |
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