Jump Contagion among Stock Market Indices : Evidence from Option Markets
Year of publication: |
[2021]
|
---|---|
Authors: | Boswijk, H. Peter ; Laeven, Roger J. A. ; Lalu, Andrei ; Vladimirov, Evgenii |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Aktienindex | Stock index | Optionsgeschäft | Option trading | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (64 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3929515 [DOI] |
Classification: | c58 ; G01 - Financial Crises ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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