CASUAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND FT-SE 100 INDEX OPTIONS IMPLIED VOLATILITY.

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Bibliographic Details
Title: CASUAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND FT-SE 100 INDEX OPTIONS IMPLIED VOLATILITY.
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
Description
ISSN:09704205