Bodie, Zvi, and Robert C. Merton. "The Informational Role of Asset Prices: The Case of Implied Volatility." Harvard Business School Working Paper, No. 95-063, January 1995.

Under the framework, clearing corporations (CCs) have been asked to categorise their commodities into three categories of volatility -- low, medium and high -- based on the realised volatility for ...

KEY rates tied to the US overnight funding market are rising, even after the Federal Reserve adjusted some of its tools in an ...

I've heard this for over a decade. Let's take a quick look at Bitcoin's volatility. Volatility is a statistical measure that captures the variability of returns. There are many different such ...