S&P 500 implied volatility and monetary policy announcements
Author:
Publisher
Elsevier BV
Subject
Finance
Reference11 articles.
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3. Chicago Board of Options Exchange, 2003. VIX, CBOE Volatility Index
4. What moves stock prices;Cutler;Journal of Portfolio Management,1989
5. The impact of firm specific news on volatilities;Donders;Journal of Banking and Finance,1996
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