Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
- Antonakakis, N.
- Cunado, J.
- Filis, G.
- Gabauer, D.
- 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