Does the implied volatility index have signaling power? : evidence from Mexico
Jin Yong Yang; Junyoung Heo; In-Sung Yeo; Sang-Heon Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Yang, Jin Yong ; Heo, Junyoung ; Yeo, In-Sung ; Lee, Sang-heon |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 5.2014, 8, p. 869-877
|
| Subject: | Implied Volatility | VIMEX | Expected Returns | Mexiko | Mexico | Volatilität | Volatility | Optionsgeschäft | Option trading | Aktienindex | Stock index | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011285047