Open AccessWhat Does Financial Volatility Tell Us About Macroeconomic Fluctuations?
Author(s) -
Marcelle Chauvet,
Zeynep Şenyüz,
Emre Yoldaş
Publication year - 2012
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2012.09
Subject(s) - volatility (finance) , economics , business cycle , recession , timeline , volatility swap , volatility smile , implied volatility , forward volatility , volatility risk premium , econometrics , realized variance , financial economics , macroeconomics , statistics , mathematics