uncertainty is proxied by the (unobserved) volatility of the structural shocks, and a regime change occurs whenever credit …

any significant changes in the degree of persistence of the FTSE (Financial Times Stock Index) 100 Implied Volatility …

any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British …

any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British …

Volatility Spillover In Time Of Crisis: Evidence From A Smooth Transition Regression Application -- 5. Bank Lending …, macroeconomic imbalance, economic growth, economic integration, financial risk, volatility and trade effects. The main aims of this …