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  • Search: subject:"Standard and Poor's Regional Bank Index"
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Kalman filter 1 Standard and Poor's Regional Bank Index 1 spectral analysis 1 volatility 1
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Free 1
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English 1
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Adrangi, Bahram 1 Chatrath, Arjun 1 Kolay, Madhuparna 1 Raffiee, Kambiz 1
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Journal of Risk and Financial Management 1
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EconStor 1
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Dynamic responses of Standard and Poor's Regional Bank Index to the U.S. fear index, VIX
Adrangi, Bahram; Chatrath, Arjun; Kolay, Madhuparna; … - In: Journal of Risk and Financial Management 14 (2021) 3, pp. 1-18
This study examines the reaction of the Standard and Poor's Regional Bank Index (SPRB) to the U.S. equity market fear …
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