Why does option-implied volatility forecast realized volatility? Evidence from news events

Authors

Keywords

Journal

Volume 156, Issue -, Pages 107019

Publisher

Elsevier BV

Online

2023-10-06

DOI

10.1016/j.jbankfin.2023.107019

References

View 5 related references

Explore over 38,000 international journals covering a vast array of academic fields.

Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.

Create Now