The "surprise effect" of macro indicators on the options implied volatilities dynamics : a test on the United States-Germany relationship
Year of publication: |
April 2017
|
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Authors: | Patanè, Michele ; Tedesco, Mattia ; Zedda, Stefano |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 8.2017, 4, p. 590-603
|
Subject: | Implied Volatility | Macro Surprise Effect | Markets Influences | VIX Index | VDAX-NEW Index | Volatilität | Volatility | Aktienindex | Stock index | Theorie | Theory | Index-Futures | Index futures |
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