---
title: Asymmetric Volatility of European Stock Markets
url: https://www.ml-quant.com/papers/repec/cbu-jrnlec-y-2023-v-1-p-134-146/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:cbu:jrnlec:y:2023:v:1:p:134-146
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.utgjiu.ro%2Frevista%2Fec%2Fpdf%2F2023-01%2F15_Spulbar.pdf%3Bh%3Drepec%3Acbu%3Ajrnlec%3Ay%3A2023%3Av%3A1%3Ap%3A134-146
featured: 2023-07-05
citations: unknown
topic: Derivatives & Volatility
---


# Asymmetric Volatility of European Stock Markets

Investigates volatility changes in stock markets during and after COVID-19 pandemic.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.utgjiu.ro%2Frevista%2Fec%2Fpdf%2F2023-01%2F15_Spulbar.pdf%3Bh%3Drepec%3Acbu%3Ajrnlec%3Ay%3A2023%3Av%3A1%3Ap%3A134-146
- Identifier: RePEc:cbu:jrnlec:y:2023:v:1:p:134-146
- Released: 2023-07-05
- First featured: Quant Letter No. 6 (2023-07-05): https://www.ml-quant.com/issues/2023-07-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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