The behaviour of implied volatility around the Bank of Japan's monetary policy announcements
The behaviour of implied volatility around the Bank of Japan's monetary policy announcements
复制标题
日本央行货币政策公告周围的隐含波动率行为
DOI:
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发表时间:
2009
期刊:
影响因子:
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通讯作者:
Nabil MAGHREBI
中科院分区:
文献类型:
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作者:
寶多康弘;東田啓作;Hiroyuki Aman;Jun Nagayasu;伊多波良雄;Nabil MAGHREBI