post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …

This paper aims to select the best model or set of models for modelling volatility of the four most popular …

This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of …

characteristics, stock market volatility, macroeconomic releases and liquidity management operations of the monetary authorities. … documents the existence of an asymmetric relationship between market liquidity and trading imbalances: when quoted spreads rise … (fall) and liquidity falls (increases) buy (sell) orders tend to prevail. Risk-averse market-makers, with inventory …