Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options

International Review of Financial Analysis

Volumn 17, Issue 2, 2008, Pages 242-258

  Äijö, Janne ^a  

^a UNIVERSITY OF VAASA   (Finland)

Author keywords

FTSE 100 index options; Macroeconomic news; Option implied distributions

Indexed keywords

EID: 40649121529     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2006.10.001     Document Type: Article

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