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CBOE

dc.date.accessioned2021-09-24T11:45:20Z
dc.date.available2021-09-24T11:45:20Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1363
dc.description.abstractCboe Global Markets, Inc. (Cboe) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectFinancial Markets
dc.subjectSystemic Risk Lab
dc.titleCBOE
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2288?Level and Slope of Volatility Smiles in Long-Run Risk Models
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2408?The FOMC Risk Shift
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2418?Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
dc.source.filenameCBOE.csv
dc.subject.keywordsasset pricing
dc.subject.keywordsepstein-zin preferences
dc.subject.keywordsjump risk
dc.subject.keywordsstochastic volatility
dc.subject.keywordslevel and slope of implied volatility smile
dc.subject.keywordsmonetary policy surprises
dc.subject.keywordsequity premium
dc.subject.keywordsfund flows
dc.subject.keywordsportfolio rebalanc- ing
dc.subject.keywordsprice pressures
dc.subject.keywordsbubbles
dc.subject.keywordsoption prices
dc.subject.keywordssentiment
dc.subject.keywordsvaluation ratios
dc.subject.keywordsvolatility
dc.subject.jelG12
dc.subject.jelG10
dc.subject.jelE44
dc.subject.jelG14
dc.subject.topic1empirical
dc.subject.topic1day
dc.subject.topic1exercise
dc.subject.topic2compute
dc.subject.topic2monthly
dc.subject.topic2exposure
dc.subject.topic3level
dc.subject.topic3keyword
dc.subject.topic3process
dc.subject.topic1nameFiscal Stability
dc.subject.topic2nameSaving and Borrowing
dc.subject.topic3nameConsumption
dc.identifier.urlhttps://www.cboe.com/


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