Location

Stephen F Austin State University, Baker Pattillo Student Center Theatre

Start Date

9-4-2024 4:00 PM

End Date

9-4-2024 7:00 PM

Description

I used the GARCH to detect if the financial sector ETF, XLF, exhibits return volatility spikes following Federal Reserve interest rate announcements.

Comments

Faculty Sponsor: Emiliano Giudici (Department of Economics and Finance)

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Apr 9th, 4:00 PM Apr 9th, 7:00 PM

Examining Volatility Spikes in the Financial Sector ETF

Stephen F Austin State University, Baker Pattillo Student Center Theatre

I used the GARCH to detect if the financial sector ETF, XLF, exhibits return volatility spikes following Federal Reserve interest rate announcements.

 

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