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volatility. Our methodology shows the efficacy of stabilization policies, initiated notably by the Federal Reserve, in dampening …
Persistent link: https://www.econbiz.de/10013334977
Persistent link: https://www.econbiz.de/10014320988
volatility. Our methodology shows the efficacy of stabilization policies, initiated notably by the Federal Reserve, in dampening …
Persistent link: https://www.econbiz.de/10013472142
We study the effect of COVID-19 containment measures on expected stock price volatility in some advanced economies …-month-ahead volatility indices dropped following announcements of initial or re-imposed lockdowns, and that they did not drop significantly … following the easing of lockdowns. Such patterns are not as strong for three-month-ahead expected volatility and generally …
Persistent link: https://www.econbiz.de/10012612335
Persistent link: https://www.econbiz.de/10012603005
We study the effect of COVID-19 containment measures on expected stock price volatility in some advanced economies …-month-ahead volatility indices dropped following announcements of initial or re-imposed lockdowns, and that they did not drop significantly … following the easing of lockdowns. Such patterns are not as strong for three-month-ahead expected volatility and generally …
Persistent link: https://www.econbiz.de/10013300017
volatility of state output growth, rather than in its average. The realized industry shares of output also converge faster to …
Persistent link: https://www.econbiz.de/10005162993
Persistent link: https://www.econbiz.de/10003473652
"What is the effect of fiancial crises and their resolution on banks' choice of liquid asset holdings? When risky assets have limited pledgeability and banks have relative expertise in employing risky assets, the market for these assets clears only at fire-sale prices following a large number of...
Persistent link: https://www.econbiz.de/10003913450
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