Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices
Year of publication: |
2012
|
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Authors: | Badshah, Ihsan |
Other Persons: | Frijns, Bart (contributor) ; Tourani-Rad, Alireza (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Gold | Theorie | Theory |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 15, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2130312 [DOI] |
Classification: | C32 - Time-Series Models ; c58 ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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