Measuring uncertainty in monetary policy using implied volatility and realized volatility / by Bo Young Chang and Bruno Feunou. : FB3-2/113-37E-PDF

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Publication information
Department/Agency Bank of Canada.
Title Measuring uncertainty in monetary policy using implied volatility and realized volatility / by Bo Young Chang and Bruno Feunou.
Series title Bank of Canada working paper1701-93972013-37
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) (Résumé en français)
Publishing information Ottawa - Ontario : Bank of Canada October 2013.
Description 43p.graphs, references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/113-37E-PDF
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