Stock Volatility during the Recent Financial Crisis
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DOI: 10.1111/j.1468-036X.2011.00620.x
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Other versions of this item:
- G. William Schwert, 2011. "Stock Volatility During the Recent Financial Crisis," NBER Working Papers 16976, National Bureau of Economic Research, Inc.
References listed on IDEAS
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- Day, Theodore E. & Lewis, Craig M., 1988. "The behavior of the volatility implicit in the prices of stock index options," Journal of Financial Economics, Elsevier, vol. 22(1), pages 103-122, October.
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More about this item
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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