The recent behaviour of financial market volatility
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References listed on IDEAS
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- repec:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2602-4 is not listed on IDEAS
- Nabil Maghrebi & Mark J. Holmes & Kosuke Oya, 2014. "Financial instability and the short-term dynamics of volatility expectations," Applied Financial Economics, Taylor & Francis Journals, vol. 24(6), pages 377-395, March.
More about this item
Keywordsfinancial volatility; risk taking; international financial markets;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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