Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21
world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed … developed markets rather than in emerging ones. Our findings bear clear practical implications: policy makers around the world …
