Work

Extreme spillovers of VIX fear index to international equity markets

Year: 2019

Type: article

Source: Financial markets and portfolio management

DOI: 10.1007/s11408-018-0323-6

Authors: Massaporn Cheuathonghua, Chaiyuth Padungsaksawasdi, Pattana Boonchoo, Jittima Tongurai

Institutions: Thammasat University, Kobe University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2913460055

FWCI: 7.576

Cites: 59

Cited by: 52

Related to: 10