The predictive power of stock market's expectations volatility: A financial synchronization phenomenon.
We explore the use of implied volatility indices as a tool for estimate changes in the synchronization of stock markets. Specifically, we assess the implied stock market's volatility indices' predictive power on synchronizing global equity indices returns. We built the correlation network...
Guardado en:
Autores principales: | , , , |
---|---|
Formato: | article |
Lenguaje: | EN |
Publicado: |
Public Library of Science (PLoS)
2021
|
Materias: | |
Acceso en línea: | https://doaj.org/article/58a0cde6ed6d4d4195339ede508218a5 |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|