most citedAsymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

q-fin.GN2013★ 2 cited

Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?

Jozef Barunik, Evzen Kocenda, Lukas Vacha

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in financial markets. Yet, the large literature studying informa…