COVID-19 and Market Expectations: Evidence from Option-Implied Densities

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Reference

Hanke, M., Kosolapova, M., & Weissensteiner, A. (2020). COVID-19 and Market Expectations: Evidence from Option-Implied Densities. Economics Letters, 195, 1-4. (ABDC_2022: A; ABS_2021: 3; VHB_3: B)

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Chair in Finance

DOI

http://dx.doi.org/https://doi.org/10.1016/j.econlet.2020.109441