Impact of US an UK macroeconomics news announcements on the return distribution implied by FTSE-100 index options
Janne Äijö
| Year of publication: |
2007
|
|---|---|
| Authors: | Äijö, Janne |
| Published in: |
Essays on macroeconomic news announcements and option-implied information. - Vaasa : Univ. Wasaensis, ISBN 978-952-476-185-7. - 2007
|
| Subject: | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | USA | United States | Großbritannien | United Kingdom | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003612609