Volatility connectedness between global COVOL and major international volatility indices
Danyang Xu, Yang Hu, Shaen Corbet, John W. Goodell
| Year of publication: |
2023
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|---|---|
| Authors: | Xu, Danyang ; Hu, Yang ; Corbet, Shaen ; Goodell, John W. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-7
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| Subject: | Connectedness | COVOL | TVP-VAR | VIX | Volatility | Volatilität | Welt | World | Globalisierung | Globalization | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473691