Volatility connectedness between global COVOL and major international volatility indices
Year of publication: |
2023
|
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Authors: | Xu, Danyang ; Hu, Yang ; Corbet, Shaen ; Goodell, John W. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-7
|
Subject: | Connectedness | COVOL | TVP-VAR | VIX | Volatility | Volatilität | Welt | World | Globalisierung | Globalization | Aktienmarkt | Stock market |
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