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