Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Xiaoyijing Chen, Siyuan Liu, Zailin Xu, Mei Yu
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Xiaoyijing ; Liu, Siyuan ; Xu, Zailin ; Yu, Mei |
| Subject: | Asymmetric relation | Implied volatility | Ption | Volatilität | Volatility | China | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Indexderivat | Index derivative | Index-Futures | Index futures |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102386 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014576054