Artikel

Informational content of volatility forecasts in Eurodollar markets

Language
Englisch

Bibliographic citation
Journal: Global Business & Finance Review (GBFR) ; ISSN: 2384-1648 ; Volume: 21 ; Year: 2016 ; Issue: 2 ; Pages: 86-99 ; Seoul: People & Global Business Association (P&GBA)

Classification
Management
Subject
Implied Volatility
Volatility Bias
Eurodollar Futures Options
GMM Regression

Event
Geistige Schöpfung
(who)
Kim, Kwanho
Event
Veröffentlichung
(who)
People & Global Business Association (P&GBA)
(where)
Seoul
(when)
2016

DOI
doi:10.17549/gbfr.2016.21.2.86
Handle
Last update
10.03.2025, 11:44 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Artikel

Associated

  • Kim, Kwanho
  • People & Global Business Association (P&GBA)

Time of origin

  • 2016

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