bank presence, our baseline regression results indicate that banks' stock price volatility elevates in response to the … analyze the implications on alternative financial markets, we further extract high-frequency implied volatility measures from …. Our findings show that the implied volatility for non-private banks increases more in the post-shock phase compared to …

Determining which variables afect price realized volatility has always been challenging. This paper proposes to explain … how fnancial assets infuence realized volatility by developing an optimal day-to-day forecast. The methodological proposal … is based on using the best econometric and machine learning models to forecast realized volatility. In particular, the …