Dimitriou, Dimitrios I. - 2017
This study investigates the impact of the Greek debt negotiations, along with the increasing fears of a “Grexit”, on …” dummy in the mean equation. The results indicated the immunity of BPVIX, EUVIX and JYVIX to Greece's debt negotiations with … its creditors. Thus, the corresponding central banks have solidly established a firewall of protection against a potential …