S&P 500 Implied Volatility and Monetary Policy Announcements
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|Item Type:||Journal Article|
|Keywords:||Implied Volatility, VIX Index, Volatility, Monetary Policy, Mean Reversion|
|Subjects:||Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > APPLIED ECONOMICS (140200) > Financial Economics (140207)|
Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200)
Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Finance (150201)
|Divisions:||Current > QUT Faculties and Divisions > QUT Business School|
Current > Schools > School of Economics & Finance
|Deposited On:||13 Jul 2011 23:09|
|Last Modified:||03 Dec 2012 12:08|
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