Impactul Brexit asupra volatilității piețelor financiare
The Brexit impact on market volatility
Author(s): Beatrice Maria PoenaruSubject(s): Economy, Business Economy / Management, Financial Markets, Socio-Economic Research
Published by: EDITURA ASE
Keywords: Brexit; FTSE100; volatility; financial market;
Summary/Abstract: In this paper we follow the evolution of the volatility of the British FTSE 100 index, of the euro area stock index - EURO STOXX 50, as well as of the reference index of the Bucharest Stock Exchange - BET in order to observe the changes in their persistence with the advent of the Brexit event. More specifically, parametric techniques will be applied to examine how stock markets react in the vicinity of the event studied. Knowledge of such information in conditions of uncertainty is crucial for investment decisions.
Journal: Colecția de working papers "ABC-ul Lumii Financiare"
- Issue Year: 2021
- Issue No: 9
- Page Range: 264-276
- Page Count: 13
- Language: Romanian