Journal article 1005 views 165 downloads
Sovereign rating actions and the implied volatility of stock index options
International Review of Financial Analysis, Volume: 34, Pages: 101 - 113
Swansea University Author:
Vu Tran
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DOI (Published version): 10.1016/j.irfa.2014.05.010
Abstract
Sovereign rating actions and the implied volatility of stock index options
Published in: | International Review of Financial Analysis |
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Published: |
2014
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URI: | https://cronfa.swan.ac.uk/Record/cronfa21860 |
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Start Page: |
101 |
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End Page: |
113 |