How does fear spread across asset classes? : evidence from quantile connectedness
Year of publication: |
2024
|
---|---|
Authors: | Fousekis, Panajiotis |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 2, p. 365-388
|
Subject: | Asymmetry | Connectedness | Fear indices | Quantile VAR | Risk | Schätzung | Estimation | VAR-Modell | VAR model | Risikomaß | Risk measure | Welt | World |
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