Uncovering a positive risk-return relation : the role of implied volatility index

Angelos Kanas

Year of publication:	2014
Authors:	Kanas, Angelos
Published in:	Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 42.2014, 1, p. 159-170
Subject:	S&P 100 \| Implied volatility index \| GARCH-M \| Risk-return relation \| Volatilität \| Volatility \| Kapitaleinkommen \| Capital income \| Risiko \| Risk \| Index \| Index number \| Optionsgeschäft \| Option trading \| Aktienindex \| Stock index

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