The impact of macroeconomic announcements on implied volatility.

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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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An: 63546122
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  Data: The impact of macroeconomic announcements on implied volatility.
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  Data: <searchLink fieldCode="JN" term="%22Applied+Financial+Economics%22">Applied Financial Economics</searchLink>. Nov2011, Vol. 21 Issue 21, p1571-1580. 10p. 1 Diagram, 5 Charts, 3 Graphs.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1080/09603107.2011.583216
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      – Code: eng
        Text: English
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        PageCount: 10
        StartPage: 1571
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      – TitleFull: The impact of macroeconomic announcements on implied volatility.
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            NameFull: Füss, Roland
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            NameFull: Mager, Ferdinand
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            NameFull: Wohlenberg, Holger
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              Text: Nov2011
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              Y: 2011
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              Value: 21
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              Value: 21
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            – TitleFull: Applied Financial Economics
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