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.
The Fed's policy decisions and implied volatility†
Article first published online: 28 DEC 2010
© 2010 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 31, Issue 10, pages 995–1010, October 2011
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
- Issue published online: 1 AUG 2011
- Article first published online: 28 DEC 2010
- Manuscript Accepted: OCT 2010
- Manuscript Received: MAR 2010
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