Macroeconomic announcements and the implied volatility index : evidence from India VIX
Imlak Shaikh; Puja Padhi
| Year of publication: |
2013
|
|---|---|
| Authors: | Shaikh, Imlak ; Padhi, Puja |
| Published in: |
Margin: the journal of applied economic research. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0025-2921, ZDB-ID 2442149-2. - Vol. 7.2013, 4, p. 417-442
|
| Subject: | Macroeconomic Announcements | Implied Volatility Index | Information Content | India VIX | RBI Policy Statement | MCIR | Volatilität | Volatility | Indien | India | Ankündigungseffekt | Announcement effect | Aktienindex | Stock index | Optionsgeschäft | Option trading | Index | Index number | Informationswert | Information value |
| 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/10011337346