Search for dissertations about: "news-implied volatility"

Found 1 swedish dissertation containing the words news-implied volatility.

2. 1. Essays on Information Transmission and Crisis Spillover in the Financial Markets

   Author : Dinh-Vinh Vo; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Central bank communication; ECB; exchange rates; sentiment; LDA; textual analysis; cross-section of stock returns; news-implied volatility; financial contagion; interdependence; global banking system;

   Abstract : This doctoral dissertation comprises three independent essays on information transmission and crisis spillover in the financial markets. The research questions are examined in the context of the foreign exchange market, the stock market and the global banking system. READ MORE