Volatility in equity markets and monetary policy rate uncertainty
Iryna Kaminska, Matt Roberts-Sklar
| Year of publication: |
2018
|
|---|---|
| Authors: | Kaminska, Iryna ; Roberts-Sklar, Matt |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 45.2018, p. 68-83
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| Subject: | Equity indices | Monetary policy rate uncertainty | Option implied volatility | Realized volatility | Risk-free interest rates | Volatility forecasting | Volatilität | Volatility | Geldpolitik | Monetary policy | Zins | Interest rate | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Risiko | Risk | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012102459