Open AccessTime-Varying Volatility Connectedness of Asset Markets: Evidence from Century-Long Data
Author(s) -
Ting Huang
Publication year - 2020
Publication title -
american journal of industrial and business management
Language(s) - English
Resource type - Journals
eISSN - 2164-5175
pISSN - 2164-5167
DOI - 10.4236/ajibm.2020.102027
Subject(s) - volatility (finance) , volatility swap , economics , volatility smile , stock (firearms) , social connectedness , volatility risk premium , monetary economics , financial economics , implied volatility , business , geography , psychology , psychotherapist , archaeology