Systemic Risk in Global Volatility Spillover Networks : Evidence from Option-Implied Volatility Indices
Year of publication: |
2020
|
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Authors: | Yang, Zihui |
Other Persons: | Zhou, Yinggang (contributor) ; Cheng, Xin (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Welt | World | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Unternehmensnetzwerk | Business network | Ansteckungseffekt | Contagion effect |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Journal of Futures Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 20, 2019 erstellt |
Classification: | G15 - International Financial Markets ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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