Event-day Options
收藏NBER2021-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28306
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资源简介：
This paper considers new options on Treasury and stock futures than expire each Wednesday and Friday. I examine the volatilities implied by these options as of the night before expiration, and compare the volatilies just before FOMC days and employment report days with the volatilities on other
提供机构：
美国国家经济研究局
创建时间：
2021-01-01
