The impacts of macroeconomic news announcements on intraday implied volatility
Jieun Lee, Doojin Ryu
| Year of publication: |
2019. 1
|
|---|---|
| Authors: | Lee, Jieun ; Ryu, Doojin |
| Publisher: |
Seoul, Korea : The Bank of Korea |
| Subject: | Event study | Intraday volatility | KOSPI 200 optrions | Macroeconomic news announcement | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Ereignisstudie | Aktienmarkt | Stock market | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income |
freely available
| Extent: | 1 Online-Ressource (circa 81 Seiten) Illustrationen |
|---|---|
| Series: | BOK working paper. - Seoul, Korea : Economic Research Institute, The Bank of Korea, ISSN 2287-6200, ZDB-ID 2986214-0. - Vol. no. 2019, 2 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012170922