Browsing Artículos de Revistas by Author "Magner, Nicolás"
Now showing items 1-2 of 2
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Modeling synchronization risk among sustainable exchange trade funds: a statistical and network analysis approach
(MDPI AG, 2022-10-01)We evaluate the environment, society, and corporate governance rating (ESG rating) contribution from a new perspective; the highest ESG rating mitigates the impact of unexpected change in the implied volatility on the ... -
The predictive power of stock market’s expectations volatility: A financial synchronization phenomenon
(PLoS ONE, 2021)We explore the use of implied volatility indices as a tool for estimate changes in the synchronization of stock markets. Specifically, we assess the implied stock market’s volatility indices’ predictive power on synchronizing ...
