Financial crisis, risk perception and the implied volatility transmission : a cross-region study
Year of publication: |
2012
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Authors: | Gang, Jianhua ; Ye, Nan ; Zhang, Chengsi |
Published in: |
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group. - Oxford [u.a.] : Wiley-Blackwell, ZDB-ID 1084799-6. - Vol. 80.2012, p. 92-120
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Subject: | Volatilität | Volatility | Finanzkrise | Financial crisis |
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