The financial crisis has damaged consumer confidence in the financial services market. Trillions of euro in losses and government bail-outs have partially been borne by taxpayers, small investors and retail customers in several member states. Against this background, this new book argues that...

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British pound's implied volatilities (IVs) vis-à-vis the main...