Investor sentiment and interest rate volatility smile : evidence from Eurodollar options markets
Cathy Yi-Hsuan Chen; I-Doun Kuo
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Cathy Yi-Hsuan ; Kuo, I.-doun |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 43.2014, 2, p. 367-391
|
| Subject: | Investor sentiment | Option smile | Arbitrage | Eurodollar options markets | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Devisenoption | Currency option | Schätzung | Estimation |
| 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/10010490403