Work

Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?

Year: 2021

Type: article

Source: Journal of commodity markets

DOI: 10.1016/j.jcomm.2021.100194

Authors: Aktham Maghyereh, Hussein Abdoh, Basel Awartani

Institutions: United Arab Emirates University, King Fahd University of Petroleum and Minerals

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: United Arab Emirates University

Awards: G4968953539, G8305628114

OpenAlex ID: W3159188196

FWCI: 3.936

Cites: 86

Cited by: 22

Related to: 10