KSAIER, Ahmed; Isabelle CRISTIANI-D’ORNANO - In: Review of Economic and Business Studies (2010) 6, pp. 145-166
We observe from the late 1990s an increasing phenomenon of volatility on these following markets: Oil (WTI price), Foreign Exchange (nominal Euro/Dollar), Stock Market (S&P 500 Index) and Bond market (U.S.10-Year). After seizing the concept of volatility and overcoming its first definition of...