Research Article

The Fed's policy decisions and implied volatility†

  1. Sami Vähämaa1,2,
  2. Janne Äijö1,*

Article first published online: 28 DEC 2010

DOI: 10.1002/fut.20503

Issue

Journal of Futures Markets

Journal of Futures Markets

Volume 31, Issue 10, pages 995–1010, October 2011

Additional Information

How to Cite

Vähämaa, S. and Äijö, J. (2011), The Fed's policy decisions and implied volatility. J. Fut. Mark., 31: 995–1010. doi: 10.1002/fut.20503

Author Information

  1. 1

    Department of Accounting and Finance, University of Vaasa, Vaasa, Finland

  2. 2

    Department of Finance, University of Central Florida, Orlando, Florida

*Department of Accounting and Finance, University of Vaasa, P.O. Box 700, FI-65101 Vaasa, Finland

  1. †

    We thank an anonymous referee, Michele Lenza, Jussi Nikkinen, and participants at the 14th Annual International Conference on Macroeconomic Analysis and International Finance and the 2010 Multinational Finance Society Conference for valuable comments and suggestions. The authors gratefully acknowledge the support of the Emil Aaltonen Foundation, the Finnish Foundation for Share Promotion, the Foundation for Economic Education, the Marcus Wallenberg Foundation, and Suomen Arvopaperimarkkinoiden Edistämissäätiö.

Publication History

  1. Issue published online: 1 AUG 2011
  2. Article first published online: 28 DEC 2010
  3. Manuscript Accepted: OCT 2010
  4. Manuscript Received: MAR 2010

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