Relationships between implied volatility indexes and stock index return. Are implied volatility indexes leading indicators?
| Authors: | GIOT, Pierre |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : The Journal of Portfolio Management, 31(3), 92-100, 2005 Number 1848 |
| Other identifiers: | 10.3905/jpm.2005.500363 [DOI] |
| Source: |
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