Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets
Ebenezer Boateng, Emmanuel Asafo-Adjei, John Gartchie Gatsi, Ştefan Cristian Gherghina, Liliana Nicoleta Simionescu
| Year of publication: |
2022
|
|---|---|
| Authors: | Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Gatsi, John Gartchie ; Gherghina, Ştefan Cristian ; Simionescu, Liliana Nicoleta |
| Subject: | shocks transmission | information flow | Rényi transfer entropy | multi-scale | market conditions | Volatilität | Volatility | Schock | Shock | Internationaler Finanzmarkt | International financial market | Informationsverbreitung | Information dissemination | Börsenkurs | Share price | Finanzmarkt | Financial market | Entropie | Entropy | Schätzung | Estimation | Welt | World | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24136/oc.2022.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449327