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Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
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