๐”– Bobbio Scriptorium
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On the informational efficiency of S&P500 implied volatility

โœ Scribed by Ralf Becker; Adam E. Clements; Scott I. White


Book ID
116761328
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
192 KB
Volume
17
Category
Article
ISSN
1062-9408

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๐Ÿ“œ SIMILAR VOLUMES


The impact of volatility derivatives on
โœ Paul Dawson; Sotiris K. Staikouras ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 274 KB

## Abstract This study investigates whether the newly cultivated platform of volatility derivatives has altered the volatility of the underlying S&P500 index. The findings suggest that the onset of the volatility derivatives trading has lowered the volatility of both the cash market volatility and