Financial instability and the short-term dynamics of volatility expectations
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603107.2014.881966
Reference68 articles.
1. Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
2. Regime Switches in Interest Rates
3. The Cross-Section of Volatility and Expected Returns
4. Regime Changes and Financial Markets
5. Differences in beliefs and currency risk premiums☆
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