Work

Time connectedness of fear

Year: 2021

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-021-02056-w

Authors: Julián Andrada-Félix, Adrian Fernandez-Perez, Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero

Institutions: Universidad de Las Palmas de Gran Canaria, Auckland University of Technology, Universidad Complutense de Madrid

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Ministerio de Ciencia, Innovación y Universidades

Award: G159929105

OpenAlex ID: W2900322844

FWCI: 0.612

Cites: 50

Cited by: 4

Related to: 10