Volatility spillovers during normal and high volatility states and their driving factors : a cross-country and cross-asset analysis
Najaf Iqbal, Elie Bouri, Guangrui Liu, Ashish Kumar
| Year of publication: |
2024
|
|---|---|
| Authors: | Iqbal, Najaf ; Bouri, Elie ; Liu, Guangrui ; Kumar, Ashish |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 975-995
|
| Subject: | risk aversion | COVID-19 outbreak | drivers of extreme spillovers | extreme volatility spillovers | implied volatility indices | middle and upper quantiles | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Coronavirus | Welt | World | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2717 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014470054