Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities

Gilbert K. Amoako, Ebenezer Boateng, Emmanuel Asafo-Adjei, Daniel Kofi Amoanyi, Anokye Mohammed Adam

Research output: Contribution to journal › Article › peer-review

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@article{8a61b3797ccd444cb4207170d8d1b0b0,

title = "Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities",

author = "Amoako, {Gilbert K.} and Ebenezer Boateng and Emmanuel Asafo-Adjei and Amoanyi, {Daniel Kofi} and Adam, {Anokye Mohammed}",

year = "2022",

month = dec,

day = "31",

doi = "10.1080/23322039.2022.2148366",

language = "English",

journal = "Cogent Economics & Finance",

issn = "2332-2039",

publisher = "Taylor & Francis",

}

TY - JOUR

T1 - Contagion and Interdependencies: A Dynamic Connectedness approach among Implied Volatilities

AU - Amoako, Gilbert K.

AU - Boateng, Ebenezer

AU - Asafo-Adjei, Emmanuel

AU - Amoanyi, Daniel Kofi

AU - Adam, Anokye Mohammed

PY - 2022/12/31

Y1 - 2022/12/31

UR - https://doi.org/10.1080/23322039.2022.2148366

U2 - 10.1080/23322039.2022.2148366

DO - 10.1080/23322039.2022.2148366

M3 - Article

SN - 2332-2039

JO - Cogent Economics & Finance

JF - Cogent Economics & Finance

ER -