Can VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis
VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis.
Journal Articles
Accountancy,
Economics,
Finance
Annals of Finance
Silva, F. B. G. and Volkova, E. 2018. Can VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis. Annals of Finance, 14(1) 125-141. DOI: https://doi.org/10.1007/s10436-017-0314-z