Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a

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Date: 2010-04-05 09:28:57 Mathematical finance Volatility VIX Implied volatility Stochastic volatility VDAX Stock market index Moneyness Volatility smile S&P/ASX 200 VIX		Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a Add to Reading List Source URL: www.wiwi.uni-passau.de Download Document from Source Website File Size: 156,95 KB Share Document on Facebook

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