On the relationship between implied volatility index and equity index returns
Year of publication: |
[2016]
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Authors: | Shaikh, Imlak ; Padhi, Puja |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 43.2016, 1, p. 27-47
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Subject: | Information content | Asymmetry | Seasonality | India VIX | IVIX | Nifty index | Indien | India | Volatilität | Volatility | Aktienindex | Stock index | Index | Index number | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Index-Futures | Index futures | Informationswert | Information value |
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