1. Dynamic responses of major equity markets to the US Fear Index;Adrangi;J. Risk Finan. Manag.,2019
2. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty;Antonakakis;Econ. Lett.,2013
3. The coming US interest rate tightening cycle: smooth sailing or stormy waters?, Policy Research Note 2;Arteta,2015
4. Multivariate simultaneous generalized arch, Department of Economics, University of California at San Diego, Technical Report;Baba,1990
5. On the informational efficiency of S&P500 implied volatility;Becker;North Am. J. Econ. Fin.,2006