The Price of Political Uncertainty: Theory and Evidence from the Option Market
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jofi.12406/fullpdf
Reference55 articles.
1. Disasters implied by equity index options;Backus;Journal of Finance,2011
2. Baker , Scott R. Nicholas Bloom Steven J. Davis 2013 Measuring economic policy uncertainty
3. Empirical performance of alternative option pricing models;Bakshi;Journal of Finance,1997
4. Stock return characteristics, skew laws, and the differential pricing of individual equity options;Bakshi;Review of Financial Studies,2003
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