The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The herd behavior index: a new measure for the implied degree of co-movement in stock markets |
scientific article |
Statements
The herd behavior index: a new measure for the implied degree of co-movement in stock markets (English)
0 references
11 May 2012
0 references
comonotonicity
0 references
herd behavior
0 references
systemic risk
0 references
correlation
0 references
VIX volatility index
0 references
0 references
0 references
