Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity.
| Autor: | Christoffersen, Peter1 (AUTHOR), Feunou, Bruno2 (AUTHOR), Jeon, Yoontae3 (AUTHOR), Ornthanalai, Chayawat1,4 (AUTHOR) chay.ornthanalai@rotman.utoronto.ca |
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| Zdroj: | Review of Finance. Jul2021, Vol. 25 Issue 4, p1261-1298. 38p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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