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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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first_indexed 2015-06-02T02:09:24Z
last_indexed 2018-10-27T12:31:51Z
id cronfa21860
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title Sovereign rating actions and the implied volatility of stock index options
spellingShingle Sovereign rating actions and the implied volatility of stock index options
Vu Tran
title_short Sovereign rating actions and the implied volatility of stock index options
title_full Sovereign rating actions and the implied volatility of stock index options
title_fullStr Sovereign rating actions and the implied volatility of stock index options
title_full_unstemmed Sovereign rating actions and the implied volatility of stock index options
title_sort Sovereign rating actions and the implied volatility of stock index options
author_id_str_mv a3a3e0b578c47d4a82cf3f66ab0615ee
author_id_fullname_str_mv a3a3e0b578c47d4a82cf3f66ab0615ee_***_Vu Tran
author Vu Tran
author2 Vu Tran
Rasha Alsakka
Owain ap Gwilym
format Journal article
container_title International Review of Financial Analysis
container_volume 34
container_start_page 101
publishDate 2014
institution Swansea University
doi_str_mv 10.1016/j.irfa.2014.05.010
document_store_str 1
active_str 0
published_date 2014-12-31T03:25:58Z
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