Search results

(1 - 2 of 2)
Label
Comparing U.S. and European market volatility responses to interest rate policy announcements
Krieger, K., Mauck, N., & Vazquez, J. (2015). Comparing U.S. and European market volatility responses to interest rate policy announcements. International Review of Financial Analysis, 39. doi:10.1016/j.irfa.2015.03.003
VIX changes and derivative returns on FOMC meeting days
Krieger, K., Mauck, N., & Chen, D. (2012). VIX changes and derivative returns on FOMC meeting days. Financial Markets and Portfolio Management, 26(3). doi:10.1007/s11408-012-0191-4