VIX changes and derivative returns on FOMC meeting days
Kevin Krieger; Nathan Mauck; Denghui Chen
| Year of publication: |
2012
|
|---|---|
| Authors: | Krieger, Kevin ; Mauck, Nathan ; Chen, Denghui |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 26.2012, 3, p. 315-331
|
| Subject: | VIX | FOMC federal funds target rate | Monetary policy | Efficient markets | Geldpolitik | Derivat | Derivative | Zins | Interest rate | Geldmarkt | Money market | Offenmarktpolitik | Open market operations | Volatilität | Volatility | Ankündigungseffekt | Announcement effect |
| 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/10009623474