Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic

  1. Antonakakis, N.
  2. Cunado, J.
  3. Filis, G.
  4. Gabauer, D.
  5. de Gracia, F.P.
Journal:
International Review of Economics and Finance

ISSN: 1059-0560

Year of publication: 2023

Volume: 83

Pages: 114-123

Type: Article

DOI: 10.1016/J.IREF.2022.08.009 GOOGLE SCHOLAR lock_openOpen access editor

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