On the relationship between expected returns and implied volatility of interest rate-dependent securities: Implied volatility may be used as a weak market-timing signal

Journal of Portfolio Management

Volumn 24, Issue 3, 1998, Pages 93-109

  Ronn, Ehud I ^a   Wadhwa, Pavan ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b Lord Abbett and Company   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032019943     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1998.409636     Document Type: Article

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