Indradeap Chatterjee

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

109

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Impact of FOMC Cycle on Market Uncertainty: Evidence From Interest Rate Derivatives

Number of pages: 40 Posted: 15 Oct 2020
Indradeap Chatterjee, Marina Di Giacinto and Claudio Tebaldi
affiliation not provided to SSRN, University of Cassino and Bocconi University - CAREFIN - Centre for Applied Research in Finance
Downloads 109 (339,167)
Citation 1

Abstract:

Loading...

FOMC cycle, monetary policy, swaption, implied volatility.