Did option traders anticipate the crash? : Evidence from volatility smiles in the UK with US comparisons
Gordon Gemmill
| Year of publication: |
1996
|
|---|---|
| Authors: | Gemmill, Gordon |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 16.1996, 8, p. 881-897
|
| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Großbritannien | United Kingdom | USA | United States | 1985-1990 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001209795