Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Chih-Hsiang Hsu, Hsiu-Chuan Lee, Donald Lien
| Year of publication: |
2020
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|---|---|
| Authors: | Hsu, Chih-Hsiang ; Lee, Hsiu-chuan ; Lien, Da-hsiang Donald |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 70.2020, p. 600-621
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| Subject: | Financial institutions | Stock market uncertainty | Stock-bond return correlations | VIX futures | VIX index | Volatility connectedness index | Volatilität | Volatility | Aktienmarkt | Stock market | Aktienindex | Stock index | Korrelation | Correlation | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486839