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A high-frequency data dive into SVB collapse · Study

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ArticleA high-frequency data dive into SVB collapse

David Y. Aharon2023

Article2023

A high-frequency data dive into SVB collapse

David Y. Aharon · Shoaib Ali

22 citations·0/0 files stored·Finance research letters

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1996Impulse response analysis in nonlinear multivariate models 1998Modeling Asymmetric Comovements of Asset Returns 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 2021NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic 2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

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Details

Year2023

Typearticle

Published2023-12-05

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations22

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.frl.2023.104823

openalex_workW4389328697

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