Modern Economy

Vol.5 No.8(2014), Paper ID 47917, 8 pages

DOI:10.4236/me.2014.58080

 

Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico

 

Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee

 

Hankuk University of Foreign Studies, Seoul, South Korea
Hansung University, Seoul, South Korea
Seoul National University, Seoul, South Korea
Hanyang University, Seoul, South Korea

 

Copyright © 2014 Jin Yong Yang, Junyoung Heo, In-Sung Yeo, Sang-Heon Lee et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Yang, J. , Heo, J. , Yeo, I. and Lee, S. (2014) Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico. Modern Economy, 5, 869-877. doi: 10.4236/me.2014.58080.

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