Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Matthew W. Clance, Riza Demirer, Rangan Gupta, Clement Kweku Kyei
| Year of publication: |
2020
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|---|---|
| Authors: | Clance, Matthew W. ; Demirer, Rıza ; Gupta, Rangan ; Kyei, Clement Kewku |
| Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 9.2020, 3, p. 167-177
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| Subject: | monetary policy rate uncertainty | firm-level realized and implied volatilities | risk-free rate | Volatilität | Volatility | USA | United States | Geldpolitik | Monetary policy | Schätzung | Estimation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17811/ebl.9.3.2020.167-177 [DOI] hdl:11159/5022 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420480