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How does fear spread across asset classes? : evidence from quantile connectedness
Fousekis, Panajiotis - In: Studies in economics and finance 41 (2024) 2, pp. 365-388
Persistent link: https://www.econbiz.de/10015049557
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Contemporaneous dependence between euro, crude oil, and gold returns and their respective implied volatility changes : evidence from the local Gaussian correlation approach
Fousekis, Panajiotis - In: Studies in economics and finance 40 (2023) 5, pp. 795-813
Persistent link: https://www.econbiz.de/10014467157