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Author
    Chesney, Marc (1)Eid Júnior, William (1)
Subject
    Derivativos (Finanças) (1)
Knowledge Area
    Finanças (1)
FGV Units
    Escolas (1)... View More
Date Issued
    1996 (1)
Document type
    Working Paper (1)
Keyword
    GARCH (1)
    Option introduction (1)
    Volatility (1)
    Volatility of volatility (1)

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Options listing and the volatility of the underlying asset: a study on the derivative market function 

Chesney, Marc; Eid Júnior, William (SSRN, 1996)
There is a lot of misunderstanding about derivative markets. Many people believes that they are a kind of casinos and have no utility to the investors. This work looks on the effects of options introduction in the Brazilian ...

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