Spring market volatility: More than just white noise

Jean Pierre Casey and Charles Gottlieb ()

ECMI Papers from Centre for European Policy Studies

Abstract: Jean-Pierre Casy and Charles Gottlieb try in this market commentary to give insights onto the concept of market volatility and offers determinants to the surge of volatility which occurred in mid 2006. They conclude that surmising whether the spring volatility surge will prove to be a structural upward shift towards greater fundamental volatility remains a matter of speculation.

Pages: 5 pages
Date: 2006-06
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Persistent link: https://EconPapers.repec.org/RePEc:eps:ecmiwp:1276

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