Interest rate and stock return volatility indices for the Eurozone. Investors' gauges of fear during the recent financial crisis

Applied Financial Economics

Volumn 23, Issue 18, 2013, Pages 1419-1432

  Lopez R ^a   Navarro, E ^b  

^a UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

^b UNIVERSITY OF ALCALÁ   (Spain)

Author keywords

caps and floors; Eurozone; interest rates; investors' gauge of fear; volatility indices

Indexed keywords

FINANCIAL CRISIS; INTEREST RATE; INVESTMENT; STOCK MARKET;

EUROPE;

EID: 84884332203     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603107.2013.831167     Document Type: Article

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