The return of volatility: asphyxiation or new life?

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Authors
Publication date
2019
Publication type
Journal Article
Summary The year 2018 started and ended with significant jumps in volatility.Is this return of volatility an epiphenomenon, a regime change or a return to "normal"? Is this market situation a harbinger of the next crisis? What is the impact of economic fundamentals and political decisions on volatility? Finally, what are the consequences for investors?
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