Work

Regime-Dependent Relationships Between the Implied Volatility Index and Stock Market Index

Year: 2015

Type: article

Source: Emerging Markets Finance and Trade

DOI: 10.2753/ree1540-496x500501

Authors: Jaeram Lee, Doojin Ryu

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1859400800

FWCI: 4.313

Cites:

Cited by: 15

Related to: 10