Volatility linkages of the equity, bond and money markets: An implied volatility approach

Accounting and Finance

Volumn 49, Issue 1, 2009, Pages 207-219

  Wang, Kent ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Generalized method of moments; Implied volatility; Information linkage; Spurious regression; Volatility linkage

Indexed keywords

EID: 59349120361     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629X.2008.00281.x     Document Type: Article

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