Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation
H Gökgöz, S Ben Salem, A Bejaoui… - International Journal of …, 2024 - Wiley Online Library
This research aims to explore and understand the dynamic nature of volatility
connectedness between BRICS stock markets and various asset price implied volatility …
connectedness between BRICS stock markets and various asset price implied volatility …
[PDF][PDF] Volatility Connectedness of MOVE Index and Bond Returns
Abstract Research Originality: To the best of our knowledge, this is the first study which
measures the impact of the MOVE index on bond yield volatility by comparing its effect on …
measures the impact of the MOVE index on bond yield volatility by comparing its effect on …