Browsing School of Applied Sciences by Subject "VIX index"
Now showing items 1-1 of 1
-
Dynamics of global stock market correlations: the VIX and attention allocation
(Taylor & Francis, 2021-01-01)This paper investigates the dynamics of international stock return correlations between the U.S., the U.K., Germany and France. Estimated correlations are modeled in an ARDL framework to evaluate how the market-wide ...
Share this page