Global equity market leadership positions through implied volatility measures Article

Parhizgari, AM, Padungsaksawasdi, Chaiyuth. (2021). Global equity market leadership positions through implied volatility measures . Journal of Empirical Finance, 61 180-205. 10.1016/j.jempfin.2021.01.001

International Collaboration

cited authors

  • Parhizgari, AM; Padungsaksawasdi, Chaiyuth

sustainable development goals

authors

publication date

  • March 1, 2021

published in

keywords

  • Business & Economics
  • Business, Finance
  • Channels of volatility transmission
  • Economics
  • FOREIGN-EXCHANGE
  • Global implied volatility
  • Global market leadership
  • Global market securities information
  • Global spillover
  • INFORMATION
  • LINKAGES
  • PRICE DISCOVERY
  • STOCK
  • Social Sciences
  • TRANSMISSION
  • US

Digital Object Identifier (DOI)

start page

  • 180

end page

  • 205

volume

  • 61