An intraweek seasonality in the implied volatilities of T-bond and T-note options
| dc.contributor.author | Morse, Joel N. | |
| dc.date.accessioned | 2017-06-22T13:59:14Z | |
| dc.date.available | 2017-06-22T13:59:14Z | |
| dc.date.issued | 1990 | |
| dc.description.abstract | This paper initiates the study of intraweek seasonalities in the implied volatilities of options on futures contracts on U.S. Treasury bonds and notes. | en_US |
| dc.format.extent | 10 pages | en_US |
| dc.genre | journal articles | en_US |
| dc.identifier | doi:10.13016/M23G59 | |
| dc.identifier.citation | Morse, J. N. (September 01, 1990). An intraweek seasonality in the implied volatilities of T-bond and T-note options. Global Finance Journal, 1, 4, 303-312. | en_US |
| dc.identifier.issn | 1044-0283 | |
| dc.identifier.uri | 10.1016/1044-0283(90)90004-7 | |
| dc.identifier.uri | http://hdl.handle.net/11603/4156 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Elsevier | en_US |
| dc.relation.isAvailableAt | University of Baltimore | |
| dc.title | An intraweek seasonality in the implied volatilities of T-bond and T-note options | en_US |
| dc.type | Text | en_US |
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