Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets

Ebenezer Boateng; Emmanuel Asafo-Adjei; John Gartchie Gatsi; Ştefan Cristian Gherghina; Liliana Nicoleta Simionescu

doi:10.24136/oc.2022.021

Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets

Ebenezer Boateng, Emmanuel Asafo-Adjei, John Gartchie Gatsi, Ştefan Cristian Gherghina, Liliana Nicoleta Simionescu

Global Development Institute

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

Original language	English
Journal	Oeconomia Copernicana
DOIs	https://doi.org/10.24136/oc.2022.021
Publication status	Published - 25 Sept 2022

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title = "Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets",

author = "Ebenezer Boateng and Emmanuel Asafo-Adjei and Gatsi, {John Gartchie} and Gherghina, {{\c S}tefan Cristian} and Simionescu, {Liliana Nicoleta}",

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AU - Boateng, Ebenezer

AU - Asafo-Adjei, Emmanuel

AU - Gatsi, John Gartchie

AU - Gherghina, Ştefan Cristian

AU - Simionescu, Liliana Nicoleta

PY - 2022/9/25

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M3 - Article

SN - 2083-1277

JO - Oeconomia Copernicana

JF - Oeconomia Copernicana

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Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets

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