An investor sentiment barometer - Greek Implied Volatility Index (GRIV)

Global Finance Journal

Volumn 23, Issue 2, 2012, Pages 77-93

  Siriopoulos, Costas ^a   Fassas, Athanasios ^a  

^a UNIVERSITY OF PATRAS   (Greece)

Author keywords

Athens Stock Exchange; Implied volatility indices; VDAX; VIX

Indexed keywords

EID: 84865180752     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.gfj.2012.03.001     Document Type: Article

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