Volatility spillover from the fear index to developed and emerging markets
Year of publication: |
2018
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Authors: | Badshah, Ihsan Ullah |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 1/2/3, p. 27-40
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Subject: | emerging markets | implied volatility spillovers | VIX | VXEEM | VXEFA | Schwellenländer | Emerging economies | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Entwicklungsländer | Developing countries |
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