CASUAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND FT-SE 100 INDEX OPTIONS IMPLIED VOLATILITY.
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| Title: | CASUAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND FT-SE 100 INDEX OPTIONS IMPLIED VOLATILITY. |
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| Authors: | Kalyvas, Lampros1, Dritsakis, Nikolaos2 |
| Source: | Journal of Financial Management & Analysis. Jan-Jun2003, Vol. 16 Issue 1, p20. 7p. 2 Charts. |
| Database: | Business Source Ultimate |
| ISSN: | 09704205 |
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