On Financial Contagion and Implied Market Volatility

By Dimitris Kenourgios. 2014

128 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5655a409c401929de35ed498f1c6a970ff6da16a

Citations in the corpus

• Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, unknown): “As noted by Kenourgios (2014), once this univariate volatility specification is estimated, the standardized residuals are utilized to estimate the conditional correlation parameters.”