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0533568 - ÚTIA 2023 RIV US eng J - Journal Article
Baruník, Jozef - Bevilacqua, M. - Tunaru, R.
Asymmetric Network Connectedness of Fears.
Review of Economics and Statistics. Roč. 104, č. 6 (2022), s. 1304-1316. ISSN 0034-6535. E-ISSN 1530-9142
R&D Projects: GA ČR(CZ) GX19-28231X
Institutional support: RVO:67985556
Keywords : Implied Volatility * Asymmetric Connectedness * U.S. Financial Sector
OECD category: Applied Economics, Econometrics
Impact factor: 8, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2020/E/barunik-0533568.pdf https://direct.mit.edu/rest/article-abstract/104/6/1304/97705/Asymmetric-Network-Connectedness-of-Fears?redirectedFrom=fulltext
Permanent Link: http://hdl.handle.net/11104/0311937