Intra-day behaviour of treasury sector index option implied volatilities around macroeconomic announcements
Andrea J. Heuson; Tie Su
| Year of publication: |
2003
|
|---|---|
| Authors: | Heuson, Andrea Jane ; Su, Tie |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 38.2003, 1, p. 161-177
|
| Subject: | Volatilität | Volatility | Index-Futures | Index futures | Ankündigungseffekt | Announcement effect | Aktienindex | Stock index |
| 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/10001794345