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Contemporaneous dependence between euro, crude oil, and gold returns and their respective implied volatility changes : evidence from the local Gaussian correlation approach
Fousekis, Panajiotis - In: Studies in economics and finance 40 (2023) 5, pp. 795-813
Persistent link: https://www.econbiz.de/10014467157
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Returns and volume : frequency connectedness in cryptocurrency markets
Fousekis, Panajiotis; Tzaferi, Dimitra - In: Economic modelling 95 (2021), pp. 13-20
Persistent link: https://www.econbiz.de/10012695625