Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality-Reference-Cited by-同舟云学术

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Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality

Published:2018-09-02 Issue:3 Volume:25 Page:441-454
ISSN:1357-1516
Container-title:International Journal of the Economics of Business
language:en
Short-container-title:International Journal of the Economics of Business

Author:

Bouri Elie¹^ORCID,Lien Donald²,Roubaud David³,Hussain Shahzad Syed Jawad⁴

Affiliation:

1. USEK Business School, Holy Spirit University of Kaslik, Jounieh, Lebanon;

2. College of Business, University of Texas at San Antonio, San Antonio, TX, USA;

3. Center for Energy and Sustainable Development, Montpellier Business School, Montpellier, France;

4. Montpellier Business School, Montpellier, France

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Business, Management and Accounting (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/13571516.2018.1505241

Reference29 articles.

1. Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices

2. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

3. Fear connectedness among asset classes

4. How rational could VIX investing be?

5. The VIX, the variance premium and stock market volatility

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