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The impact of international capital mobility on the volatility of labor income

✍ Scribed by R. Scott Hacker


Publisher
Springer
Year
2000
Tongue
English
Weight
139 KB
Volume
34
Category
Article
ISSN
0570-1864

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The impact of volatility derivatives on
✍ Paul Dawson; Sotiris K. Staikouras πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 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