How Bad Will the Potential Economic Disasters Be? Evidences from S&P 500 Index Options Data
Preprint
- 1 January 2008
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
This paper proposes a new methodology of using the S&P 500 index option data to gauge the magnitudes of the potential economic disasters in the U.S. with a setuKeywords
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