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Sovereign rating actions and the implied volatility of stock index options / Vu Tran, Rasha Alsakka, Owain ap Gwilym

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

Swansea University Author: Vu Tran

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