Journal article 1006 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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PDF | Accepted Manuscript
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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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2015-06-02T02:09:24Z |
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2018-10-27T12:31:51Z |
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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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1763750926059831296 |
score |
11.021648 |