Does the world smile together? A network analysis of global index option implied volatilities

Author:

Chen Jing,Han QianORCID,Ryu DoojinORCID,Tang Jing

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference67 articles.

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3. A new approach to measuring financial contagion;Bae;Rev. Finan. Stud.,2003

4. Do call prices and the underlying stock always move in the same direction?;Bakshi;Rev. Finan. Stud.,2000

5. An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries;Balli;Int. Rev. Econ. Finan.,2015

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