Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention
Štefan Lyócsa, Tomáš Plíhal
| Year of publication: |
2022
|
|---|---|
| Authors: | Lyócsa, Štefan ; Plíhal, Tomáš |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-10
|
| Subject: | Attention | Exchange rates | Implied volatility | Ruble | Volatility models | Volatilität | Volatility | Russland | Russia | Wechselkurs | Exchange rate | Ukraine | Sowjetunion | USSR |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102995 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013464299