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http://bura.brunel.ac.uk/handle/2438/20510| Title: | On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe |
| Authors: | Karanasos, M Yfanti, S |
| Keywords: | macro-financial linkages;HEAVY model;UK economic policy uncertainty;high-frequency data;realized variance;asymmetries;power transformations;financial crisis;structural breaks;risk management |
| Issue Date: | 28-Feb-2020 |
| Publisher: | Taylor & Francis |
| Citation: | Karanasos, M. and Yfanti, S. (2020) On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe, The European Journal of Finance, 26 (12), pp. 1146-1183. doi: 10.1080/1351847x.2020.1732437. |
| URI: | https://bura.brunel.ac.uk/handle/2438/20510 |
| DOI: | https://doi.org/10.1080/1351847x.2020.1732437 |
| ISSN: | 1351-847X |
| Appears in Collections: | Dept of Economics and Finance Research Papers |
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|---|---|---|---|---|
| FullText.pdf | Copyright © 2020 Taylor & Francis. This is an Accepted Manuscript of an article published by Taylor & Francis in The European Journal of Finance on 28 Feb 2020, available at: https://www.tandfonline.com/doi/full/10.1080/1351847X.2020.1732437 made available on this institutional repository under a Creative Commons Attribution-NonCommercial 4.0 International License (https://creativecommons.org/licenses/by-nc/4.0/). | 695.33 kB | Adobe PDF | View/Open |
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