Huskie Commons

Browsing by Author "Galdamez, Rodrigo"

Browsing by Author "Galdamez, Rodrigo"

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  • Galdamez, Rodrigo (Northern Illinois University, 2008)
    The relationship between the Federal Reserve monetary policy and the CBOE volatility index, VIX, is examined. Volatility plays a crucial role in pricing derivatives; therefore, an understanding of how macroeconomic factors ...

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