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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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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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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