Sovereign rating actions and the implied volatility of stock index options
Vu Tran; Rasha Alsakka; Owain ap Gwilym
| Year of publication: |
2014
|
|---|---|
| Authors: | Tran, Vu ; Alsakka, Rasha ; Ap Gwilym, Owain |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 34.2014, p. 101-113
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| Subject: | Sovereign ratings | Implied volatility | Stock index options | Price discovery process | Volatilität | Volatility | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Länderrisiko | Country risk | Aktienindex | Stock index | Börsenkurs | Share price | Derivat | Derivative |
| 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/10010528470