Open AccessUS Implied Volatility as A predictor of International Returns
Author(s) -
Mehmet F. Dicle
Publication year - 2017
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2017.4.388
Subject(s) - volatility (finance) , diversification (marketing strategy) , equity (law) , economics , financial economics , implied volatility , predictability , volatility risk premium , volatility swap , monetary economics , business , physics , marketing , quantum mechanics , political science , law
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