This paper documents that ECB announcements increase the stock market volatility in the euro area (EA) on the same day …. I consider two volatility measures from January 1998 to May 2019. First, a realized volatility measure uses intraday … data for 8 different stock market indices. Second, a range measure approximates volatility using daily prices from 11 …

temporal dependence in oil prices volatility on financial industry firms’ returns. The GARCH model is complemented by Granger … about the impact of oil price volatility on the real economy have been recently fuelled by the positive correlation between … the financial industry, as well as Brent crude oil prices, to estimate a two-stage GARCH (1,1) to capture the effects of …