Volatility in financial markets: The impact of the global financial crisis

Doctoral thesis English OPEN
Valls Ruiz, Natàlia;
(2014)
  • Publisher: Universitat de Barcelona
  • Subject: Foreign exchange | International economic relations | Financial market | Mercat financer | Econometria | Ciències Jurídiques, Econòmiques i Socials | Canvi exterior | Mercado financiero | Economia internacional | Econometrics | Econometría | 336 | Economía internacional | Cambio exterior

This dissertation focuses on volatility in financial markets, with a special concern for: (i) volatility transmission between different financial markets and asset categories and, (ii) the effect of macroeconomic announcements on the returns, volatility and correlation ... View more
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