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Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo; Medeiros, Marcelo C.; Scharth, Marcel - In: Journal of banking & finance 40 (2014), pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
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March madness in Wall Street : (what) does the market learn from stress tests?
Fernandes, Marcelo; Igan, Deniz; Pinheiro, Marcelo - In: Journal of banking & finance 112 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012225253