The impact of macroeconomic announcements on implied volatility.

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Bibliographic Details
Title: The impact of macroeconomic announcements on implied volatility.
Authors: Füss, Roland1,2 (AUTHOR), Mager, Ferdinand3 (AUTHOR) ferdinand.mager@ebs.edu, Wohlenberg, Holger4 (AUTHOR), Zhao, Lu1 (AUTHOR)
Source: Applied Financial Economics. Nov2011, Vol. 21 Issue 21, p1571-1580. 10p. 1 Diagram, 5 Charts, 3 Graphs.
Database: Business Source Ultimate
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ISSN:09603107
DOI:10.1080/09603107.2011.583216