Volatility spillover from the fear index to developed and emerging markets
Ihsan U. Badshah
| Year of publication: |
2018
|
|---|---|
| Authors: | Badshah, Ihsan Ullah |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 1/2/3, p. 27-40
|
| Subject: | emerging markets | implied volatility spillovers | VIX | VXEEM | VXEFA | Schwellenländer | Emerging economies | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Entwicklungsländer | Developing countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1220294 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122845