Time-frequency information transmission among financial markets: evidence from implied volatility

Keyphrases

• Financial Markets 100%
• Information Transmission 100%
• Implied Volatility 100%
• Implied Volatility Index 100%
• Time-frequency Information 100%
• Hedging 50%
• Volatility Index 50%
• Dynamic Connectedness 50%
• Diversification Benefits 50%
• Hedging Effectiveness 50%
• Chicago 50%
• Term Analysis 50%
• Wavelet Correlation 50%
• Alternative Assets 50%
• Rolling Window 50%
• Financial Econometrics 50%
• Diebold-Yilmaz 50%
• Long-term Dynamics 50%
• Economics Journals 50%

Economics, Econometrics and Finance

• Volatility 100%
• Financial Market 100%
• Hedging 50%
• Dynamic Connectedness 25%
• Financial Econometrics 25%