On the Robustness of Volatility Proxies-Based Connectedness Measures

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Wafa Kammoun Masmoudi
DOI: 10.2139/ssrn.6093967
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility COVID-19 Pandemic Impacts

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint