Uncovering a positive risk-return relation: The role of implied volatility index

Review of Quantitative Finance and Accounting

Volumn 42, Issue 1, 2014, Pages 159-170

  Kanas, Angelos ^a  

^a UNIVERSITY OF PIRAEUS   (Greece)

Author keywords

GARCH M; Implied volatility index; Risk return relation; S P 100

Indexed keywords

EID: 84892542679     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-012-0317-9     Document Type: Article

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