The 2008 UK Banking Crash: Evidence from Option Implied Volatility
Author:
Publisher
Palgrave Macmillan UK
Link
http://link.springer.com/content/pdf/10.1057/9781137025098_9
Reference51 articles.
1. Barros, C. P., Managi, S. and Matousek, R. (2012). The Technical Efficiency of the Japanese Banks: Non-radial Directional Performance Measurement with Undesirable Output. Omega, 40 (1), 1–8.
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3. Bates, D. S. (1991). The Crash of ’87: Was It Expected? The Evidence from Options Markets. Journal of Finance, 46 (3), 1009–44.
4. Bates, D. S. (1996). Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options. The Review of Financial Studies, 9 (1), 69–107.
5. Beckers, S. (1981). Standard Deviations Implied in Option Prices as Predictors of Future Stock Price Variability. Journal of Banking & Finance, 5 (3), 363–81.
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