Marek Raczko - Central Bank Research Hub

Papers by year: All | 2015

Title Other author(s)

Volatility contagion: new evidence from market pricing of volatility risk

Bank of England Working papers [View] (Paper: swp552, 25.09.2015)

JEL: C58, F36, G12, G13, G15

Papers by year: All | 2015