Global equity market leadership positions through implied volatility measures
Year of publication: |
2021
|
---|---|
Authors: | Parhizgari, Ali M. ; Chaiyuth Padungsaksawasdi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 61.2021, p. 180-205
|
Subject: | Channels of volatility transmission | Global implied volatility | Global market leadership | Global market securities information | Global spillover | Volatilität | Volatility | Welt | World | Globalisierung | Globalization | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market |
-
Contagion effect of natural disaster and financial crisis events on international stock markets
Lee, Kuo-Jung, (2018)
-
Diebold, Francis X., (2007)
-
Diebold, Francis X., (2009)
- More ...
-
Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth, (2017)
-
Herd behavior and firm-specific information
Chaiyuth Padungsaksawasdi, (2020)
-
Does board independence influence asset redeployability? : evidence from a quasi-natural experiment
Chaiyuth Padungsaksawasdi, (2022)
- More ...