Work

Do Implied Volatilities Provide Early Warning of Market Stress?

Year: 2000

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.211448

Author: Allan M. Malz

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1489916452

Cites: 12

Cited by: 38

Related to: 10