Thomas Grünthaler

University of Muenster - Finance Center Muenster

Universitätsstraße 14-16

Muenster, D-48143

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

420

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Volatility Uncertainty and Jumps

Number of pages: 37 Posted: 10 May 2018 Last Revised: 12 Dec 2019
Thomas Grünthaler and Hendrik Hülsbusch
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 227 (150,514)

Abstract:

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Jumps, Tail Risk, Volatility, Volatility Uncertainty, Volatility-of-Volatility, Option Pricing

2.

Fed Tails: FOMC Announcements and Stock Market Uncertainty

Number of pages: 52 Posted: 14 May 2019 Last Revised: 11 Aug 2020
Heiner Beckmeyer, Nicole Branger and Thomas Grünthaler
University of Muenster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 193 (461,580)

Abstract:

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Macroeconomic News Announcements, Monetary Policy Decisions, FOMC, Stock Market Uncertainty, Jump Risks, Volatility Risks, Option-Implied Information, High-Frequency Options Data