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Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo - 2020 - Prima edizione
Persistent link: https://www.econbiz.de/10012515678
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On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo - 2020 - Prima edizione
Persistent link: https://www.econbiz.de/10012515683
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Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo - 2023 - Prima edizione
Persistent link: https://www.econbiz.de/10014321842
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Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca; Gallo, Giampiero M.; … - 2022 - Prima edizione
Persistent link: https://www.econbiz.de/10014261237