Work

Asymmetric linkages among the fear index and emerging market volatility indices

Year: 2018

Type: article

Source: Emerging Markets Review

DOI: 10.1016/j.ememar.2018.03.002

Authors: Ihsan Badshah, Stelios Bekiros, Brian M. Lucey, Gazi Salah Uddin

Institutions: Auckland University of Technology, European University Institute, Trinity College Dublin, Linköping University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Jan Wallanders och Tom Hedelius Stiftelse samt Tore Browaldhs Stiftelse

OpenAlex ID: W2800446252

FWCI: 9.923

Cites: 40

Cited by: 70

Related to: 10