Work

Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test

Year: 2019

Type: article

Source: European Journal of Finance

DOI: 10.1080/1351847x.2019.1599406

Authors: Catherine Kyrtsou, Dimitris Kugiumtzis, Angeliki Papana

Institutions: École Normale Supérieure de Lyon, University of Macedonia, EconomiX, Institut Rhônalpin des Systèmes Complexes, Aristotle University of Thessaloniki

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: General Secretariat for Research and Technology

OpenAlex ID: W2938842890

FWCI: 3.38

Cites: 55

Cited by: 18

Related to: 10