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The Recent Behaviour of Financial Markets Volatility [PDF]

open access: possibleSSRN Electronic Journal, 2006
A striking feature of financial markets behaviour in recent years has been the low level of price volatility over a wide range of financial assets and markets. The issue has drawn the attention of central bankers and financial regulators due to the potential implications for financial stability.
Fabio Panetta   +8 more
openaire   +1 more source

Financial markets. The joy of volatility

Quantitative Finance, 2007
Financial markets. The joy of volatility M. A. H. Dempster a; Igor V. Evstigneev b; Klaus Reiner Schenk-Hoppe c a Centre for Financial Research, Statistical Laboratory, University of Cambridge, Cambridge CB5 8AF, UK b Economic Studies, School of Social Sciences, University of Manchester, Manchester, M13 9PL, UK c School of Mathematics and Leeds ...
Dempster, M. A H   +2 more
openaire   +2 more sources

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