US presidential elections and implied volatility: The role of political uncertainty

Journal of Banking and Finance

Volumn 37, Issue 3, 2013, Pages 1108-1117

  Goodell, John W ^a   Vähämaa, Sami ^b  

^a UNIVERSITY OF AKRON   (United States)

^b UNIVERSITY OF VAASA   (Finland)

Author keywords

Implied volatility; Political uncertainty; Presidential elections; VIX

Indexed keywords

EID: 84872269371     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2012.12.001     Document Type: Article

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