Brexit and uncertainty in financial markets
"This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities (IVs) vis-à-vis the main curr...
| Main Authors: | , , |
|---|---|
| Institution: | ETUI-European Trade Union Institute |
| Format: | TEXT |
| Language: | English |
| Published: |
Berlin
2018
DIW |
| Subjects: | |
| Online Access: | https://www.labourline.org/KENTIKA-19397993124911151759-Brexit-and-uncertainty-in-fina.htm |
