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Repository
73
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Carvalho, Teresa Lopes de
(1)
Matias, Hugo António Figueiredo
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Subject
C Mathematical and quantitative methods
(2)
C1
(2)
G Financial economics
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Volatilidade
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CAPM Capital Asset Pricing Model
(1)
Conditional volatility
(1)
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Domínio/Área Científica::Ciências Sociais::Economia e Gestão
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Subject:
C1
Document Type:
Tesis
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Title:
Economic policy uncertainty and return on financial assets: the G7 case
Author:
Carvalho, Teresa Lopes de
Language:
Inglés
Repository:
73
Subject:
EPU
/
Conditional volatility
/
Current returns
/
Previous returns
/
Finanças
/
Política económica
/
Volatilidade
/
Mercado financeiro
/
Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais
/
C1
/
G15
/
C Mathematical and quantitative methods
/
G Financial economics
Acceder
Title:
Volatility derivatives: expected option returns
Author:
Matias, Hugo António Figueiredo
Language:
Inglés
Repository:
73
Subject:
S&P 500
/
Financial instruments
/
Derivatives
/
Volatility
/
Option returns
/
Instrumentos financeiros
/
Derivados financeiros
/
Volatilidade
/
Retornos das opções
/
Economia financeira
/
Opções
/
Índices Standard and Poor's
/
CAPM Capital Asset Pricing Model
/
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
/
C1
/
G12
/
G23
/
C Mathematical and quantitative methods
/
G Financial economics
Acceder
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