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Volatility transmission between stock and bond markets

Steeley, James M. - In: Journal of international financial markets, … 16 (2006) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10003285791

Implied volatility from the term structure : a simple analytical approximation

Steeley, James M. - In: Economics letters 57 (1997) 3, pp. 345-352

Persistent link: https://www.econbiz.de/10001231497

Semi-parametric modelling of the term structure

Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997

Persistent link: https://www.econbiz.de/10000956524

Sticky credit spreads, macroeconomic activity and equity market volatility

Li, Yan; Steeley, James M. - In: Finance and banking developments, (pp. 43-74). 2010

Persistent link: https://www.econbiz.de/10008860436

Sticky credit spreads, macroeconomic activity and equity market volatility

Li, Yan; Steeley, James M. - In: Consumer issues in global economics, finance and business, (pp. 179-210). 2011

Persistent link: https://www.econbiz.de/10009427419

The effects of quantitative easing on the volatility of the gilt-edged market

Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128

Persistent link: https://www.econbiz.de/10011317236

The leverage effect in the UK stock market

Chelley-Steeley, Patricia L.; Steeley, James M. - In: Applied financial economics 15 (2005) 6, pp. 409-423

Persistent link: https://www.econbiz.de/10002708209

Volatility transmission in the UK equity market

Chelley-Steeley, Patricia L. - In: The European journal of finance 2 (1996) 2, pp. 145-160

Persistent link: https://www.econbiz.de/10001209725

Volatility, leverage and firm size : the UK evidence

Chelley-Steeley, Patricia L. - In: The Manchester School of Economic and Social Studies 64 (1996), pp. 83-103

Persistent link: https://www.econbiz.de/10001201954

The effects of quantitative easing on the volatility of the gilt-edged market

Steeley, James M.; Matyushkin, Alexander - In: International Review of Financial Analysis 37 (2015) C, pp. 113-128

We model the effects of quantitative easing on the volatility of returns to individual gilts, examining both the effects of QE overall and of the specific days of asset purchases. The action of QE successfully neutralized the six fold increase in volatility that had been experienced by gilts...

Persistent link: https://www.econbiz.de/10011191076