Testing the expectations hypothesis on the term structure of volatilities implied by index options : study of the Indian securities market
Year of publication: |
2007
|
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Authors: | Dixit, Alok ; Yadav, Surendra S. ; Jain, Pramod Kumar |
Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai : [Verlag nicht ermittelbar], ISSN 0970-4205, ZDB-ID 1072082-0. - Vol. 20.2007, 2, p. 38-55
|
Subject: | Index-Futures | Index futures | Volatilität | Volatility | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Indien | India |
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