Local and Spillover Shocks in Implied Market Volatility: Evidence for the U.S. and Germany - Concepedia

Concepedia

Publication | Open Access

Local and Spillover Shocks in Implied Market Volatility: Evidence for the U.S. and Germany

DOI Full Paper Access

15

Citations

35

References

2004

Year

Alexander Szimayer, Niklas Wagner

SSRN Electronic Journal

Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset PricingExternal ShockImplied Market VolatilityShock (Economics)ManagementBusinessEconometricsSpillover ShocksFinanceFinancial Crisis

References

	Year	Citations

Page 1