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Sovereign rating actions and the implied volatility of stock index options
Vu Tran 
,
Rasha Alsakka,
Owain ap Gwilym
,
Rasha Alsakka,
Owain ap Gwilym
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 |
|---|---|
| Published: |
2014
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa21860 |
| Start Page: |
101 |
|---|---|
| End Page: |
113 |