"Investors' option-implied fear measures - implied volatility (ATMIV) and put-call implied volatility ratios (P … volatility premium"--National Bureau of Economic Research web site …

in EUR swap yields and their volatility. The results of the estimated models of EUR swap yields of different maturity …

releases with larger differences in wording lead to higher volatility in financial markets, suggesting that their content is … volatility, once their wording is updated, volatility increases substantially. …

, thereby lowering interest rate volatility and contributing to economic stability. Most empirical studies support this view … volatility. To extend the literature, I use the Dincer and Eichengreen (2007) transparency index for twenty-four economies of … varying income and examine the impact of transparency on both predictability and market volatility. I find that higher …