Global equity market leadership positions through implied volatility measures
Year of publication: |
2021
|
---|---|
Authors: | Parhizgari, Ali M. ; Chaiyuth Padungsaksawasdi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 61.2021, p. 180-205
|
Subject: | Channels of volatility transmission | Global implied volatility | Global market leadership | Global market securities information | Global spillover | Volatilität | Volatility | Welt | World | Globalisierung | Globalization | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market |
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