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S&P 500 Implied Volatility and Monetary Policy Announcements

Chen, En Te & Clements, Adam (2007) S&P 500 Implied Volatility and Monetary Policy Announcements. Finance Research Letters, 4(4), pp. 227-232.

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8 citations in Scopus
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ID Code: 43087
Item Type: Journal Article
Keywords: Implied Volatility, VIX Index, Volatility, Monetary Policy, Mean Reversion
DOI: 10.1016/j.frl.2007.07.002
ISSN: 1544-6123
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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