Maggie Chen

affiliation not provided to SSRN

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Scholarly Papers (1)

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Does the World Smile Together? A Network Analysis of Global Index Option Implied Volatilities

Number of pages: 44 Posted: 30 Mar 2021 Last Revised: 10 Apr 2021
Qian Han, DooJin Ryu, Maggie Chen and Jing Tang
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Independent, affiliation not provided to SSRN and Department of Anesthesiology, Affiliated Hospital of Guangdong Medical University
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Abstract:

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Contagion; Directed Acyclic Graph (DAG); Global Index Options Markets; Implied Volatility Smile; Volatility Spillover