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Return Dynamics of Japanese Stock Index Options

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  • Kazuhiko Nishina
  • MAGHREBI M. NABIL

Abstract

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Suggested Citation

  • Kazuhiko Nishina & MAGHREBI M. NABIL, 1997. "Return Dynamics of Japanese Stock Index Options," The Japanese Economic Review, Japanese Economic Association, vol. 48(1), pages 43-64, January.
    • Handle: RePEc:bla:jecrev:v:48:y:1997:i:1:p:43-64
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    File URL: http://hdl.handle.net/10.1111/1468-5876.00035
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    Cited by:

    1. Masato Ubukata & Toshiaki Watanabe, 2011. "Pricing Nikkei 225 Options Using Realized Volatility," IMES Discussion Paper Series 11-E-18, Institute for Monetary and Economic Studies, Bank of Japan.
    2. Masato Ubukata & Toshiaki Watanabe, 2013. "Pricing Nikkei 225 Options Using Realized Volatility," Global COE Hi-Stat Discussion Paper Series gd12-273, Institute of Economic Research, Hitotsubashi University.
    3. Masato Ubukata & Toshiaki Watanabe, 2014. "Pricing Nikkei 225 Options Using Realized Volatility," The Japanese Economic Review, Japanese Economic Association, vol. 65(4), pages 431-467, December.

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