Volatility discovery : can the CDS market beat the equity options market?
Year of publication: |
2019
|
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Authors: | Forte, Santiago ; Lovreta, Lidija |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 107-111
|
Subject: | CDS market | Fractional cointegration | Implied volatility | Options market | Volatility discovery | Volatilität | Volatility | Kreditderivat | Credit derivative | Optionsgeschäft | Option trading | Börsenkurs | Share price | Kointegration | Cointegration | Schätzung | Estimation | Welt | World | Optionspreistheorie | Option pricing theory |
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