The price of COVID-19-induced uncertainty in the options market()

This paper investigates the pricing of uncertainty associated with the COVID-19 responses for 28 countries/regions in 2020. We find that such uncertainty is priced in the equity options market. Specifically, there is a price premium for options that provide protection to hedge against price risk, va...

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Detalles Bibliográficos
Autores principales: Li, Jianhui, Ruan, Xinfeng, Zhang, Jin E.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8742870/
https://www.ncbi.nlm.nih.gov/pubmed/35035001
http://dx.doi.org/10.1016/j.econlet.2021.110265

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8742870/
https://www.ncbi.nlm.nih.gov/pubmed/35035001
http://dx.doi.org/10.1016/j.econlet.2021.110265

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