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International implied volatility risk indexes and Saudi stock return-volatility predictabilities

Kais Tissaoui and Jamel Azibi
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Kais Tissaoui: IFGT
Jamel Azibi: IFGT

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Date: 2019-01
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Citations: View citations in EconPapers (1)

Published in North American Journal of Economics and Finance, 2019, 47, pp.65-84. ⟨10.1016/j.najef.2018.11.016⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04363721

DOI: 10.1016/j.najef.2018.11.016

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