US presidential elections and implied volatility: The role of political uncertainty
Year of publication: |
2013
|
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Authors: | Goodell, John W. ; Vähämaa, Sami |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 3, p. 1108-1117
|
Publisher: |
Elsevier |
Subject: | Presidential elections | Political uncertainty | Implied volatility | VIX |
Type of publication: | Article |
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Classification: | E60 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook. General ; E65 - Studies of Particular Policy Episodes ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G18 - Government Policy and Regulation |
Source: |
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US presidential elections and implied volatility : the role of political uncertainty
Goodwell, John W., (2013)
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U.S. Presidential Elections and Implied Volatility : The Role of Political Uncertainty
Goodell, John W., (2013)
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Political uncertainty and financial market uncertainty in an Australian context
Smales, Lee A., (2014)
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U.S. Presidential Elections and Implied Volatility : The Role of Political Uncertainty
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US presidential elections and implied volatility: The role of political uncertainty
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