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Fassas, Athanasios
Siriopoulos, Costas
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An investor sentiment barometer : Greek Implied Volatility Index (GRIV)
Siriopoulos, Costas
;
Fassas, Athanasios
- In:
Global finance journal
23
(
2012
)
2
,
pp. 77-93
Persistent link: https://www.econbiz.de/10009688746
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Dynamic relations of uncertainty expectations : a conditional assessment of implied volatility indices
Siriopoulos, Costas
;
Fassas, Athanasios
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 233-266
Persistent link: https://www.econbiz.de/10010222960
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