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Journal article 696 views 109 downloads

Sovereign rating actions and the implied volatility of stock index options

Vu Tran Orcid Logo, Rasha Alsakka, Owain ap Gwilym

International Review of Financial Analysis, Volume: 34, Pages: 101 - 113

Swansea University Author: Vu Tran Orcid Logo

DOI (Published version): 10.1016/j.irfa.2014.05.010

Published in: International Review of Financial Analysis
Published: 2014
URI: https://cronfa.swan.ac.uk/Record/cronfa21860
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Start Page: 101
End Page: 113