International transmission of uncertainty implicit in stock index option prices

Global Finance Journal

Volumn 15, Issue 1, 2004, Pages 1-15

  Nikkinen, Jussi ^a   Sahlström, Petri ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

Implied volatility; Index options; Transmission of uncertainty

Indexed keywords

EID: 2942635490     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2003.10.007     Document Type: Article

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