Pricing The Calendar

(This website is in no way affiliated with the Federal Reserve Board or Federal Reserve System)

fwderp_tab.png

References

Knox, B., Londono, J. M., Samadi, M., & Vissing-Jorgensen, A. (2024). Equity Premium Events. Working Paper.

Londono, J. M., & Samadi, M. (2023). The Price of Macroeconomic Uncertainty: Evidence from Daily Option Expirations. International Finance Discussion Paper.