Macroeconomic factors and index option returns
Ya-Wen Lai
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Lai, Ya-Wen |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 452-477
|
| Subject: | Macroeconomic factors | Option returns | Dynamic factor analysis | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Index-Futures | Index futures | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747332