articleEconomics LettersApr 9, 2013Closed access

Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

NANikolaos AntonakakisICIoannis ChatziantoniouGFGeorge Filis

University of Portsmouth · Bournemouth University

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Abstract

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554
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71.15
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3

Topics & keywords

Topics
Keywords
  • Economics
  • Volatility (finance)
  • Recession
  • Stock (firearms)
  • Implied volatility
  • Stock market volatility
  • Stock market
  • Financial economics
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