Leverage vs. Feedback: Which Effect Drives the Oil Market ?
Date
2013-09Link to item file
http://halshs.archives-ouvertes.fr/halshs-00720156Dewey
Economie financièreSujet
Feedback Effect; Leverage Effect; Implied Volatility; Crude Oil; WTIJEL code
Q.Q4.Q40; G.G1.G10; C.C4.C40Journal issue
Finance Research LettersVolume
10Number
3Publication date
09-2013Article pages
131-141Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Chevallier, Julien
status unknown
Aboura, Sofiane
1032 Dauphine Recherches en Management [DRM]