Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies

Finance Research Letters, Volume 25, June 2018, Pages 196-201

Author(s):

Jinal Patel

Consultant

Vincenzo Russo

Head of Unit - Group Risk Management, Generali, Milan, Italy

Frank J. Fabozzi

EDHEC Business School

Type: Academic publication
Date: le 01/06/2018
Research Cluster : Finance
Source : Finance Research Letters

See Also

How to study law and business simultaneously
News
- 19-07-2019
WHY DID YOU CHOOSE EDHEC? WHAT CURRICULUM DID YOU FOLLOW? WHY? I chose EDHEC because I...
EDUCATING STUDENTS IN FINANCE WHO WILL HAVE A POSITIVE IMPACT ON THE WORLD AND SOCIETY
News
- 17-07-2019
Laurent Deville, professor of Finance and director of EDHEC Business School’s Financial...
A career shift thanks to EDHEC
News
- 15-07-2019
Xiangming Bei, from China, joined EDHEC after a 4-year Bachelor’s degree in management...
PUBLICATIONS
News
- 12-07-2019
The paper titled “Emerging market equity benchmarks for Japanese investors: countries,...