Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices
Year: 2019
Type: article
Source: Journal of Futures Markets
DOI: 10.1002/fut.22078
Authors: Zihui Yang, Yinggang Zhou, Xin Cheng
Institutions: Sun Yat-sen University, Xiamen University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2991376702