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~isPartOf:"Working Papers / Bank of Greece"
~person:"Bernales, Alejandro"
~person:"Bollerslev, Tim"
~person:"Degiannakis, Stavros"
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Working Papers / Bank of Greece
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Oil price shocks and stock market volatility: evidence from European data
Degiannakis, Stavros
;
Filis, George
;
Kizys, Renatas
-
Bank of Greece
-
2013
measures of volatility, i.e. the conditional, the realised and the
implied
volatility
. The findings suggest that supply …
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