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pro vyhledávání: '"Filis, G. (George)"'
Autor:
Antonakakis, N. (Nikolaos), Cuñado, J. (Juncal), Filis, G. (George), Gabauer, D. (David), Pérez-de-Gracia, F. (Fernando)
Publikováno v:
SSRN Electronic Journal.
This paper examines the dynamic connectedness among the implied volatilities of oil prices (OVX) and fourteen other assets, which can be grouped into five different assets classes (i.e., energy commodities, stock markets, precious metals, exchange ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f758e1de9271f67da449558e017f2cd3
https://doi.org/10.2139/ssrn.4080702
https://doi.org/10.2139/ssrn.4080702
