[PDF][PDF] Asymmetric Connectedness of Fears in the US Financial Sector
We study how shocks to the forward-looking expectations of investors buying call and put
options transmit across the financial system. We introduce a new contagion measure, called …
options transmit across the financial system. We introduce a new contagion measure, called …
[PDF][PDF] Asymmetric Connectedness of Fears in the US Financial Sector
J Barunık, M Bevilacqua, R Tunaru - arXiv preprint arXiv:1810.12022, 2018 - academia.edu
We study how shocks to the forward-looking expectations of investors buying call and put
options transmit across the financial system. We introduce a new contagion measure, called …
options transmit across the financial system. We introduce a new contagion measure, called …