Chirila, Viorica; Chirila, Ciprian - In: CES Working Papers 10 (2018) 2, pp. 149-166
easing programme that took by storm the financial markets determined the significant volatility increase of the US markets … financial flows during the quantitative easing programme were the most affected by this announcement through the volatility … increase, depreciation of exchange rate and massive capital outflows. The current paper tackles volatility and volatility …