Fear connectedness among asset classes

This study investigates the interconnection between five implied volatility indices representative of different financial markets during the period 1 August 2008–29 December 2017. To this end, we first perform a static and dynamic analysis to measure the total volatility connectedness in the entire...

Descripción completa

Detalles Bibliográficos
Autores: Andrada-Félix, Julián, Fernández-Pérez, Adrian, Sosvilla Rivero, Simón Javier
Tipo de recurso: artículo
Fecha de publicación:2018
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/12294
Acceso en línea:https://hdl.handle.net/20.500.14352/12294
Access Level:acceso abierto
Palabra clave:C53
E44
F31
G15
Implied volatility indices
financial market linkages
connectedness
VAR
Variance decomposition.
Econometría (Economía)
Economía internacional
Macroeconomía
Mercados bursátiles y financieros
5302 Econometría
5310 Economía Internacional
5307.14 Teoría Macroeconómica
Descripción
Sumario:This study investigates the interconnection between five implied volatility indices representative of different financial markets during the period 1 August 2008–29 December 2017. To this end, we first perform a static and dynamic analysis to measure the total volatility connectedness in the entire period (the system-wide approach) using a framework recently proposed by Diebold and Yilmaz. Second, we make use of a dynamic analysis to evaluate both the net directional connectedness for each market and all net pairwise directional connectedness. Our results suggest that a 38.99%, of the total variance of the forecast errors is explained by shocks across markets, indicating that the remainder 61.01% of the variation is due to idiosyncratic shocks. Furthermore, we find that volatility connectedness varies over time, with a surge during periods of increasing economic and financial instability. Finally, we also document frequently switch between a net volatility transmitter and a net volatility receiver role in the five markets under study.