Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Maria Kosolapova"'
Publikováno v:
Quantitative Finance. 23:1-17
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87e3f6a299beba2e671d1e2b555ca6fd
https://doi.org/10.1080/14697688.2022.2130086
https://doi.org/10.1080/14697688.2022.2130086
Publikováno v:
Economics Letters
We compare risk-neutral densities from equity index options across several countries during the early phase of the COVID-19 pandemic. The initial reaction in all analyzed markets was late, abrupt and simultaneous. Only a few weeks later, densities st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::649c20a9a8033a5a88aa5a6c472dac5e
https://doi.org/10.1016/j.econlet.2020.109441
https://doi.org/10.1016/j.econlet.2020.109441