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Indradeap Chatterjee
affiliation not provided to SSRN
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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
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Abstract:
FOMC cycle, monetary policy, swaption, implied volatility.
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