Asymmetric linkages among the fear index and emerging market volatility indices
Ihsan Badshah, Stelios Bekiros, Brian M. Lucey, Gazi Salah Uddin
| Year of publication: |
2018
|
|---|---|
| Authors: | Badshah, Ihsan Ullah ; Bekiros, Stelios ; Lucey, Brian M. ; Uddin, Mohammed Gazi Salah |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 37.2018, p. 17-31
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| Subject: | Copulas | Emerging markets | IV spillovers, VIX | Quantile regression | Schwellenländer | Emerging economies | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Index | Index number | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2018.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012114974