The impact of macroeconomic announcements on implied volatility.
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| Title: | The impact of macroeconomic announcements on implied volatility. |
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| 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 |
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| DOI: | 10.1080/09603107.2011.583216 |