Giang Thi Huong Vuong; Manh Huu Nguyen; Wong, Wing Keung - In: Cogent economics & finance 10 (2022) 1, pp. 1-22
Our paper investigates the nexus between the CBOE Volatility Index (VIX) and the market leverage of firms listed on the … approaches for the panel models firmly support our findings. In addition, our research suggests that the implied volatility index …