Work

Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany

Year: 2004

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2004.04.008

Authors: Niklas Wagner, Alexander Szimayer

Institutions: Technical University of Munich, The University of Western Australia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Deutsche Forschungsgemeinschaft

OpenAlex ID: W3125658298

FWCI: 2.896

Cites: 39

Cited by: 62

Related to: 10