Discussion paper DP17101 Volatility (Dis)Connect in International Markets Ric Colacito Mariano Massimiliano Croce Yang Liu Ivan Shaliastovich 10 Mar 2022 Financial Economics International Macroeconomics and Finance C62 F31 G12
Discussion paper DP13325 Volatility Risk Pass-Through Ric Colacito Mariano Massimiliano Croce Yang Liu Ivan Shaliastovich 17 Nov 2018 Financial Economics International Macroeconomics and Finance C62 F31 G12
