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A volatility smile-based uncertainty index
Vicente, José Valentim Machado; Marins, Jaqueline … - 2019
Persistent link: https://www.econbiz.de/10012167450
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Do central bank foreign exchange interventions affect market expectations?
Marins, Jaqueline Terra Moura; Araújo, Gustavo Silva; … - In: Applied economics 49 (2017) 31/33, pp. 3017-3031
Persistent link: https://www.econbiz.de/10011773166
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Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura; Vicente, José Valentim … - In: Economic modelling 65 (2017), pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
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Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura; Vicente, José Valentim … - 2017
Persistent link: https://www.econbiz.de/10011944956
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Assessing day-to-day volatility : does the trading time matter?
Vicente, José Valentim Machado; Araújo, Gustavo Silva; … - In: Revista Brasileira de Finanças : RBFin 12 (2014) 1, pp. 41-66
Persistent link: https://www.econbiz.de/10010402920
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A volatility smile-based uncertainty index
Vicente, José Valentim Machado; Marins, Jaqueline … - In: Annals of finance 17 (2021) 2, pp. 231-246
Persistent link: https://www.econbiz.de/10012585519