Does the implied volatility index have signaling power? : evidence from Mexico
Year of publication: |
2014
|
---|---|
Authors: | Yang, Jin Yong ; Heo, Junyoung ; Yeo, In-Sung ; Lee, Sang-heon |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 5.2014, 8, p. 869-877
|
Subject: | Implied Volatility | VIMEX | Expected Returns | Volatilität | Volatility | Mexiko | Mexico | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading |
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