Volatility connectedness between global COVOL and major international volatility indices

D Xu, Y Hu, S Corbet, JW Goodell - Finance Research Letters, 2023 - Elsevier
This research explores dynamic connectedness amongst financial markets using the novel
financial risk measure, global common volatility (COVOL)(Engle and Campos-Martins, 2023) …
被引用次数：12 相关文章

Volatility connectedness between global COVOL and major international volatility indices

D Xu, Y Hu, S Corbet… - Finance Research Letters, 2023 - econpapers.repec.org
This research explores dynamic connectedness amongst financial markets using the novel
financial risk measure, global common volatility (COVOL)(Engle and Campos-Martins, 2023) …

Volatility Connectedness Between Global COVOL and Major International Volatility Indices

D Xu, Y Hu, S Corbet, JW Goodell - Available at SSRN 4448016, 2023 - papers.ssrn.com
This research explores dynamic connectedness amongst financial markets using the novel
financial risk measure, global common volatility (COVOL)[Engle and Campos-Martins, 2023] …

Volatility connectedness between global COVOL and major international volatility indices

D Xu, Y Hu, S Corbet, JW Goodell - Finance Research Letters, 2023 - ideas.repec.org
This research explores dynamic connectedness amongst financial markets using the novel
financial risk measure, global common volatility (COVOL)(Engle and Campos-Martins, 2023) …