Extreme spillovers of VIX fear index to international equity markets
Massaporn Cheuathonghua, Chaiyuth Padungsaksawasdi, Pattana Boonchoo, Jittima Tongurai
| Year of publication: |
2019
|
|---|---|
| Authors: | Massaporn Cheuathonghua ; Chaiyuth Padungsaksawasdi ; Pattana Boonchoo ; Tongurai, Jittima |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 33.2019, 1, p. 1-38
|
| Subject: | Extreme market conditions | International equity market | Tail distribution | VIX | Internationaler Finanzmarkt | International financial market | Volatilität | Volatility | Welt | World | Aktienmarkt | Stock market | Aktienindex | Stock index | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Japan | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-018-0323-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012018353