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The "surprise effect" of macro indicators on the options implied volatilities dynamics : a test on the United States-Germany relationship
Patanè, Michele
;
Tedesco, Mattia
;
Zedda, Stefano
- In:
Modern economy
8
(
2017
)
4
,
pp. 590-603
Persistent link: https://www.econbiz.de/10011694653
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