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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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Havva Koç

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Open access Sep 2026

Dynamic Volatility Spillovers Between Global Volatility Indices and the Magnificent Seven: What Drives System-Wide Volatility Connectedness?

This study examines the dynamic connectedness between the daily volatility series of global volatility indices (VIX, OVX, and GVZ) and those of the Magnificent Seven companies using data from 22 May 2012 to 25 June 2026. The analysis employs the time-varying parameter vector autoregressive (TVP-VAR) connectedness frame...

Havva Koç · 0 citations

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