Macroeconomic information and implied volatility: evidence from Australian index options

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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
URI https://vuir.vu.edu.au/id/eprint/29948
DOI 10.1108/RBF-01-2014-0006
Official URL http://www.emeraldinsight.com/doi/full/10.1108/RBF...
Subjects Historical > FOR Classification > 1402 Applied Economics
Historical > FOR Classification > 1502 Banking, Finance and Investment
Historical > Faculty/School/Research Centre/Department > College of Business
Keywords peso problem; financial markets; Australian Stock Exchange; stock index volatility
Citations in Scopus 2 - View on Scopus
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