Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin, Azhar Mohamad, Imtiaz Mohammad Sifat, Zarinah Hamid
| Year of publication: |
2022
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|---|---|
| Authors: | Najmi Ismail Murad Samsudin ; Mohamad, Azhar ; Sifat, Imtiaz ; Zarinah Hamid |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 4, p. 4412-4430
|
| Subject: | equity options | implied volatility | Singapore | structured call warrants | Singapur | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Optionsanleihe | Warrant bond | Derivat | Derivative | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2379 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461338