Construction of a volatility index from exchange-traded dollar-rupee options
Aparna Prasad Bhat
| Year of publication: |
2022
|
|---|---|
| Authors: | Bhat, Aparna Prasad |
| Published in: |
Journal of Indian business research. - Bradford : Emerald, ISSN 1755-4209, ZDB-ID 2498367-6. - Vol. 14.2022, 4, p. 403-425
|
| Subject: | Corridor implied volatility | Currency options | Dollar-rupee returns | Model-free implied volatility | Volatility index | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Devisenoption | Currency option | Index-Futures | Index futures | Wechselkurs | Exchange rate | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JIBR-10-2020-0344 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013537567