"Modeling meaningful volatility events to classify monetary policy ..."

Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto (2025)

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DOI: 10.1016/J.BDR.2025.100517

access: closed

type: Journal Article

metadata version: 2025-04-01

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Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto:
Modeling meaningful volatility events to classify monetary policy announcements. Big Data Res. 40: 100517 (2025)

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