Big players and the Russian ruble: Explaining volatility dynamics

Keyphrases

• Volatility Dynamics 100%
• Russian Ruble 100%
• Financial Markets 50%
• Interventionist 50%
• Rate of Increase 50%
• Stock Market Volatility 50%
• Exchange Rate 50%
• Asset Markets 50%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 50%
• Officials' Tenure 50%
• Conditional Variance 50%
• Ruble Exchange Rate 50%

Economics, Econometrics and Finance

• Generalized Autoregressive Conditional Heteroskedasticity 33%