Volatility of the 2008 Crisis

24 Pages Posted: 2 May 2016

See all articles by Paul Cottrell

Paul Cottrell

affiliation not provided to SSRN

Date Written: April 30, 2016

Abstract

This paper will provide information on what happened in the financial crisis of 2008 and how to graph volatility outside of the option market. We will investigate the causes of the financial crisis, as well as some of the social inequalities that still exist today. We will explore household debt, deregulation, military expenditures, financial stimulus, and bailout packages. We will reference Timothy Giethner’s perspective on the 2008 financial crisis and how the recovery has been progressing as of 2012, in terms of civilian employment and GDP. Next we will investigate the stylized facts of the crisis and which markets should be reviewed. A study of the different markets is conducted using volatility, correlation and returns in three important trading markets — all volatility 3d graphing is performed using the Poseidon software.

Keywords: Financial Crisis, Volatility, Correlation, Stock Market, Household Debt, Deregulation, Military Expenditures, Financial Stimulus, Bailout Packages

JEL Classification: A1, B4, B41, C00, C19, C49, C53, C87, E37, G00, G19

Suggested Citation

Cottrell, Paul, Volatility of the 2008 Crisis (April 30, 2016). Available at SSRN: https://ssrn.com/abstract=2773008 or http://dx.doi.org/10.2139/ssrn.2773008

Paul Cottrell (Contact Author)

affiliation not provided to SSRN

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