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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Department/Agency | Bank of Canada. |
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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 |
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