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Muhammad Ishfaq,Zhang Bi Qiong,Syed Mehmood Raza Shah
Pág. 119 - 127
This paper examines the impact of the US and Chinese macro economic announcements on foreign exchange implied volatilities of SPX, VXFXI, BPVIX, JYVIX, and EUVIX from 2011 to 2016. The study indicates that implied volatility becomes significant and leads...
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