مرکز منطقه ای اطلاع رساني علوم و فناوري - Implied volatility dynamics in the foreign exchange markets

Title of article :

Implied volatility dynamics in the foreign exchange markets

Author/Authors :

Minho Kim، نويسنده , , Minchoul Kim، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

511

To page :

528

Keywords :

Macroeconomic announcements , Delta-neutral portfolio , Foreign exchange , Implied volatility , Options on futures

Journal title :

Journal of International Money and Finance

Serial Year :

2003

Journal title :

Journal of International Money and Finance

Record number :

191370

Link To Document :