Demetrio Lacava

University of Messina - Department of Economics

Via T. Cannizzaro 278

Messina, 98122

Italy

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Measuring the Effects of Unconventional Policies on Stock Market Volatility

Number of pages: 34
Demetrio Lacava, Giampiero M. Gallo and Edoardo Otranto
University of Messina - Department of Economics, Corte dei Conti - Italian Court of Audits and University of Messina
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Abstract:

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Unconventional monetary policy, Financial market, Realized Volatility, Multiplicative Error Model, Model Confidence Set.