No Cover Image

Journal article 785 views 142 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
Tags: Add Tag
No Tags, Be the first to tag this record!
Start Page: 101
End Page: 113