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Macroeconomic information and implied volatility: evidence from Australian index options

Tanha, Hassan, Dempsey, M and Hallahan, Terrence (2014) Macroeconomic information and implied volatility: evidence from Australian index options. Review of Behavioural Finance, 6 (1). 46 - 62. ISSN 1940-5979

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Item Type: Article
Uncontrolled Keywords: peso problem; financial markets; Australian Stock Exchange; stock index volatility
Subjects: FOR Classification > 1402 Applied Economics
FOR Classification > 1502 Banking, Finance and Investment
Faculty/School/Research Centre/Department > College of Business
Depositing User: Symplectic Elements
Date Deposited: 14 Feb 2016 22:55
Last Modified: 11 Apr 2017 08:51
URI: http://vuir.vu.edu.au/id/eprint/29948
DOI: https://doi.org/10.1108/RBF-01-2014-0006
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Citations in Scopus: 2 - View on Scopus

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