Volatility linkages of the equity, bond and money markets: an implied volatility approach
Year of publication: |
2009-03-01
|
---|---|
Authors: | Wang, K. |
Other Persons: | Faff, R. (contributor) |
Publisher: |
Wiley-Blackwell Publishing Asia |
Subject: | Volatility linkage | Information linkage | Implied volatility | Spurious regression | Generalized method of moments |
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