Houghton Street
London , WC2A 2AE
United Kingdom
Systemic Risk Centre - London School of Economics
Fed, COVID-19, FX swap
Option Prices, Market Downturns, Recessions Predictability, Market Sentiment, Tail Risk
Systemic Risk, Options Market, Financial Distress, Macro-finance, Financial Stability
Implied Volatility, Asymmetric Network Connectedness, U.S. Financial Sector.
Financial Uncertainty, Industry Network, Options Market, Business Cycle
Implied Volatility, Risk Premia, Macro Variables, Financial Variables, Mixed Frequency