The impact of macroeconomic announcements on implied volatility
Roland Füss, Ferdinand Mager, Holger Wohlenberg and Lu Zhao
| Year of publication: |
2011
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|---|---|
| Authors: | Füss, Roland ; Mager, Ferdinand ; Wohlenberg, Holger ; Zhao, Lu |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 19/21, p. 1571-1580
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| Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment |
| 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/10009356705