Volatility spillovers and the effect of news announcements
Year of publication: |
2012
|
---|---|
Authors: | Jiang, George J. ; Konstantinidi, Eirini ; Skiadopoulos, George |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 8, p. 2260-2273
|
Publisher: |
Elsevier |
Subject: | Contagion | Scheduled news announcements | Unscheduled news announcements | Implied volatility | Implied volatility index | Volatility spillovers |
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