𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The impact of regulation on market risk

✍ Scribed by Paul A. Grout; Anna Zalewska

Book ID
113710816
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
576 KB
Volume
80
Category
Article
ISSN
0304-405X

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This paper analyzes the impact of global risk appetite on the risk premium utilizing high-frequency data. Taking the Turkish economy as our laboratory, we find that the risk premium volatility responds only to a worsening in the risk appetite for the Turkish economy, which is a result that we do not