The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon

We explore the use of implied volatility indices as a tool for estimate changes in the synchronization of stock markets. Specifically, we assess the implied stock market’s volatility indices’ predictive power on synchronizing global equity indices returns. We built the correlation network of 26 stoc...

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Detalles Bibliográficos
Autores principales: Magner, Nicolás, Lavin, Jaime F., Valle, Mauricio, Hardy, Nicolás
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8136682/
https://www.ncbi.nlm.nih.gov/pubmed/34014976
http://dx.doi.org/10.1371/journal.pone.0250846

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8136682/
https://www.ncbi.nlm.nih.gov/pubmed/34014976
http://dx.doi.org/10.1371/journal.pone.0250846

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