CAUSAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND IMPLIED VOLATILITY.
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| Title: | CAUSAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND IMPLIED VOLATILITY. |
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| Authors: | KALYVAS, LAMPROS1 kalyvan@bank.greece.gr, DRITSAKIS, NIKOLAOS2 drits@uom.gr |
| Source: | Journal of Financial Management & Analysis. Jul-Dec2017, Vol. 30 Issue 2, p58-64. 7p. |
| Database: | Business Source Ultimate |
| ISSN: | 09704205 |
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