EconPapers    
Economics at your fingertips  
 

Is volatility risk priced in the securities market ? Evidence from S&P 500 index options

Yakup Arisoy (), Aslihan Salih and L. Akdeniz

Post-Print from HAL

Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Published in Journal of Futures Markets, 2007, 27 (7), pp.617-642

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Is volatility risk priced in the securities market? Evidence from S&P 500 index options (2007) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00354815

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().

 
Page updated 2025-03-31
Handle: RePEc:hal:journl:hal-00354815