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http://bura.brunel.ac.uk/handle/2438/20510Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Karanasos, M | - |
| dc.contributor.author | Yfanti, S | - |
| dc.date.accessioned | 2020-03-12T16:47:54Z | - |
| dc.date.available | 2020-03-12T16:47:54Z | - |
| dc.date.issued | 2020-02-28 | - |
| dc.identifier.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. | en_US |
| dc.identifier.issn | 1351-847X | - |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/20510 | - |
| dc.format.extent | 1146 - 1183 | - |
| dc.language | English | - |
| dc.language.iso | en | en_US |
| dc.publisher | Taylor & Francis | en_US |
| dc.rights | 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/). | - |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc/4.0/ | - |
| dc.subject | macro-financial linkages | en_US |
| dc.subject | HEAVY model | en_US |
| dc.subject | UK economic policy uncertainty | en_US |
| dc.subject | high-frequency data | en_US |
| dc.subject | realized variance | en_US |
| dc.subject | asymmetries | en_US |
| dc.subject | power transformations | en_US |
| dc.subject | financial crisis | en_US |
| dc.subject | structural breaks | en_US |
| dc.subject | risk management | en_US |
| dc.title | On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | https://doi.org/10.1080/1351847x.2020.1732437 | - |
| dc.relation.isPartOf | The European Journal of Finance | - |
| pubs.issue | 12 | - |
| pubs.publication-status | Published online | - |
| pubs.volume | 26 | - |
| dc.identifier.eissn | 1466-4364 | - |
| dc.rights.holder | Taylor & Francis | - |
| Appears in Collections: | Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 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 |
This item is licensed under a Creative Commons License
