Sovereign rating actions and the implied volatility of stock index options
Year of publication: |
2014
|
---|---|
Authors: | Tran, Vu ; Alsakka, Rasha ; Ap Gwilym, Owain |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 34.2014, p. 101-113
|
Subject: | Sovereign ratings | Implied volatility | Stock index options | Price discovery process | Volatilität | Volatility | Index-Futures | Index futures | Länderrisiko | Country risk | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Schätzung | Estimation |
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