Sectoral and Regional Volatility Connection
A study found increased volatility connectedness between the CDS and equity markets in the US, UK, EU, and Japan during crisis periods, with equity being the main volatility transmitter.
Featured in No. 11 on 9 Aug 2023 · on release day
- Released
- 9 Aug 2023
- First featured
- No. 11 · 9 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- RePEc:ibn:ijefaa:v:15:y:2023:i:4:p:8
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