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Volatility contagion across commodity, equity, foreign exchange and Treasury bond markets
López, Raquel - In: Applied economics letters 21 (2014) 7/9, pp. 646-650
Persistent link: https://www.econbiz.de/10010414749
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The behaviour of energy-related volatility indices around scheduled news announcements : implications for variance swap investments
López, Raquel - In: Energy economics 72 (2018), pp. 356-364
Persistent link: https://www.econbiz.de/10011972340
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Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel - In: International review of financial analysis 42 (2015), pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
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The effect of macroeconomic news announcements on the implied volatility of commodities : the role of survey releases
Fernandez-Perez, Adrian; López, Raquel - In: The journal of futures markets 43 (2023) 11, pp. 1499-1530
Persistent link: https://www.econbiz.de/10014432914
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Analysis of the performance of volatility-based trading strategies on scheduled news announcement days : an international equity market perspective
López, Raquel; Esparcia, Carlos - In: International review of economics & finance : IREF 71 (2021), pp. 32-54
Persistent link: https://www.econbiz.de/10012627756