Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

By Qiang Ji, Elie Bouri, David Roubaud. 2018

148 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/456cb0452dc841a7495d75d05b1d3fc77fb22065