Cross-stock market spillovers through variance risk premiums and equity flows

Title
Cross-stock market spillovers through variance risk premiums and equity flows
Authors
Keywords
Cross-stock market correlation, Emerging market economy, Equity fund flow, Variance risk premium
Journal
JOURNAL OF INTERNATIONAL MONEY AND FINANCE
Volume 119, Issue -, Pages 102480
Publisher
Elsevier BV
Online
2021-08-26
DOI
10.1016/j.jimonfin.2021.102480

Ask authors/readers for more resources

Reprint

Contact the author

Publish scientific posters with Peeref

Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.

Learn More

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started