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__bis-recentfinancialmktvolatility

__bis-recentfinancialmktvolatility

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05/09/2014

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BIS Papers
No 29
The recent behaviour of
financial market volatility
Monetary and Economic Department
August 2006
The views expressed are those of the authors and do not necessarily reflect the views of the
BIS or the central banks the authors represent.
Requests for copies of publications, or for additions/changes to the mailing list, should be
sent to:

Bank for International Settlements
Press & Communications
CH-4002 Basel, Switzerland

E-mail:publications@bis.org
Fax: +41 61 280 9100 and +41 61 280 8100
\u00a9 Bank for International Settlements 2006. All rights reserved. Brief excerpts may be
reproduced or translated provided the source is stated.
ISSN 1609-0381 (print)
ISBN 92-9131-721-7 (print)
ISSN 1682-7651 (online)
ISBN 92-9197-721-7 (online)
BIS Papers No 29
iii
Study group on financial market volatility
Name and affiliation
E-mail address
Fabio Panetta (Chair)
Bank of Italy
fabio.panetta@bancaditalia.it
Paolo Angelini
Bank of Italy
paolo.angelini@bancaditalia.it
Giuseppe Grande
Bank of Italy
giuseppe.grande@bancaditalia.it
Aviram Levy
Bank of Italy
aviram.levy@bancaditalia.it
Roberto Perli
Federal Reserve Board
roberto.perli@frb.gov
Pinar Yesin
Swiss National Bank
pinar.yesin@snb.ch
Stefan Gerlach
Bank for International Settlements
stefan.gerlach@bis.org
Srichander Ramaswamy
Bank for International Settlements
srichander.ramaswamy@bis.org
Michela Scatigna
Bank for International Settlements
michela.scatigna@bis.org

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