Work

Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market

Year: 2015

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2015.08.005

Author: Raquel López

Institution: University of Castilla-La Mancha

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1141928065

FWCI: 3.822

Cites: 55

Cited by: 19

Related to: 10