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subject:"Ankündigungseffekt"
~person:"López, Raquel"
~subject:"Safe asset"
~subject:"inflation"
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López, Raquel
Lo, Ingrid
7
Fleming, Michael J.
6
Jiang, George J.
6
Remolona, Eli M.
6
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5
Brandt, Michael W.
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Yan, Zhen
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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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2
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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