Volatility (Dis)Connect in International Markets
- R. Colacito ,
R. Colacito
[email protected]https://orcid.org/0000-0002-1692-8378
Kenan-Flagler Business School, University of North Carolina at Chapel Hill, Chapel Hill, North Carolina 27599; and NBER, Cambridge, Massachusetts 02138
- M. M. Croce ,
M. M. Croce
[email protected]https://orcid.org/0000-0003-1540-9506
Bocconi University, Milano 20123, Italy; and CEPR, London EC1R 5HL, United Kingdom; and Baffi and IGIER, Milano 20136, Italy
- Y. Liu ,
Corresponding Author
Y. Liu
[email protected]https://orcid.org/0000-0002-8099-621X
HKU Business School, University of Hong Kong, Hong Kong, China
- I. Shaliastovich
I. Shaliastovich
[email protected]https://orcid.org/0009-0004-4264-0396
University of Wisconsin–Madison, Madison, Wisconsin 53706
R. Colacito
[email protected]https://orcid.org/0000-0002-1692-8378
Kenan-Flagler Business School, University of North Carolina at Chapel Hill, Chapel Hill, North Carolina 27599; and NBER, Cambridge, Massachusetts 02138
M. M. Croce
[email protected]https://orcid.org/0000-0003-1540-9506
Bocconi University, Milano 20123, Italy; and CEPR, London EC1R 5HL, United Kingdom; and Baffi and IGIER, Milano 20136, Italy
Corresponding Author
Y. Liu
[email protected]https://orcid.org/0000-0002-8099-621X
HKU Business School, University of Hong Kong, Hong Kong, China
I. Shaliastovich
[email protected]https://orcid.org/0009-0004-4264-0396
University of Wisconsin–Madison, Madison, Wisconsin 53706
