S&P 500 Implied Volatility and Monetary Policy Announcements
| Data(s) |
2007
|
|---|---|
| Identificador | |
| Publicador |
Academic Press |
| Relação |
DOI:10.1016/j.frl.2007.07.002 Chen, En Te & Clements, Adam (2007) S&P 500 Implied Volatility and Monetary Policy Announcements. Finance Research Letters, 4(4), pp. 227-232. |
| Fonte |
QUT Business School; School of Economics & Finance |
| Palavras-Chave | #140207 Financial Economics #150200 BANKING FINANCE AND INVESTMENT #150201 Finance #Implied Volatility, VIX Index, Volatility, Monetary Policy, Mean Reversion |
| Tipo |
Journal Article |
