Government Put: What Options Market Imply about the Volatility and Left-tail Risk of Indian Public versus Private Banks-Reference-Cited by-同舟云学术

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Government Put: What Options Market Imply about the Volatility and Left-tail Risk of Indian Public versus Private Banks

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Mishra Abinash,Srivastava Pranjal,Saurav Sumit

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference60 articles.

1. Expiration-day effects and the impact of short trading breaks on intraday volatility: Evidence from the Indian market;S K Agarwalla;Journal of Futures Markets,2013

2. Lottery and bubble stocks and the cross-section of option-implied tail risks;S K Agarwalla;Journal of Futures Markets,2022

3. 2021a. The impact of COVID-19 on tail risk: Evidence from nifty index options;S K Agarwalla;Economics Letters

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