Volatility is a concern of many investors. In turbulent financial times there can be a flight from the equity market to …'s volatility over a one-month period. The dependent variable in this study is the 10-year Treasury note. The 10-year T-note is the … mortgage rates. One conclusion of this analysis is that implied stock volatility may be a valuable variable for financial …

This paper investigates the return and volatility responses of major European and the US equity indices to monetary …