Causal Relationship between FT-SE 100 Stock Index Futures Volatility and FT-SE 100 Index Options Implied Volatility
| Year of publication: |
2003
|
|---|---|
| Authors: | Kalyvas, Lampros ; Dritsakis, Nikolaos |
| Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai, ISSN 0970-4205, ZDB-ID 10720820. - Vol. 16.2003, 1, p. 20-26
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