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The effect of circuit breakers on expected volatility : tests using implied volatilities
Ackert, Lucy F. - In: Atlantic economic journal : AEJ 25 (1997) 2, pp. 117-127
Persistent link: https://www.econbiz.de/10001224309
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The Effect of Circuit Breakers on Expected Volatility: Tests Using Implied Volatilities
Ackert, Lucy F.; Hao, Jonathan; Hunter, William C. - In: Atlantic economic journal : AEJ 25 (1997) 2, pp. 117-127
Persistent link: https://www.econbiz.de/10006582977
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Not all financial crises are alike!
Eisenbeis, Robert A.; Kaufman, George G. - In: Atlantic economic journal : AEJ 44 (2016) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10011472763