Expectations hypothesis of the term structure of implied volatility : evidence from foreign currency and stock index options

Soku Byoun; Chuck C. Y. Kwok; Hun Y. Park

Year of publication:	2003
Authors:	Byoun, Soku ; Kwok, Chuck C. Y. ; Park, Hun Y.
Published in:	Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 1.2003, 1, p. 126-151
Subject:	Devisenoption \| Currency option \| Index-Futures \| Index futures \| Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Erwartungsbildung \| Expectation formation \| Theorie \| Theory

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