Volatility risk premia and financial connectedness
Year of publication: |
2014-12
|
---|---|
Authors: | Cipollini, Andrea ; Cascio, Iolanda Lo ; Muzzioli, Silvia |
Institutions: | Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia |
Subject: | volatility risk premium | long memory | FIVAR | financial connectedness |
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