Investor and central bank uncertainty and fear measures embedded in index options
Year of publication: |
2011
|
---|---|
Authors: | David, Alexander ; Veronesi, Pietro |
Publisher: |
Cambridge, Mass. |
Subject: | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Kapazitätsauslastung | Capacity utilization | Zins | Interest rate | Volatilität | Volatility | Investition | Investment | Zentralbank | Central bank | Indexbindung | Indexation |
Extent: | 38 S. graph. Darst. |
---|---|
Series: | Working paper / National Bureau of Economic Research, Inc.. - Cambridge, Mass. : National Bureau of Economic Research, Inc., ISSN 0898-2937, ZDB-ID 1223905-7. - Vol. 16764 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Parallel als Online-Ausg. erschienen |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Essays on monetary policy and asset markets
Queijo von Heideken, Virginia, (2007)
-
Money market volatility : a simulation study
Kempa, Michal, (2007)
-
Ehrmann, Michael, (2016)
- More ...
-
What ties return volatilities to price valuations and fundamentals?
David, Alexander, (2009)
-
What ties return volatilities to price valuations and fundamentals?
David, Alexander, (2013)
-
Investors' and central bank's uncertainty embedded in index options
David, Alexander, (2014)
- More ...