Leverage vs. feedback: Which Effect drives the oil market?
Year of publication: |
2013
|
---|---|
Authors: | Aboura, Sofiane ; Chevallier, Julien |
Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 10.2013, 3, p. 131-141
|
Publisher: |
Elsevier |
Subject: | WTI | Crude oil price | Implied volatility | Leverage effect | Feedback effect |
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