Testing the expectations hypothesis on the term structure of volatilities implied by index options : study of the Indian securities market
Alok Dixit; Surendra S. Yadav; P. K. Jain
| Year of publication: |
2007
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|---|---|
| Authors: | Dixit, Alok ; Yadav, Surendra S. ; Jain, Pramod Kumar |
| Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai : [Verlag nicht ermittelbar], ISSN 0970-4205, ZDB-ID 1072082-0. - Vol. 20.2007, 2, p. 38-55
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| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Indien | India |
| 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/10003700019