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~accessRights:"restricted"
~person:"Herwartz, Helmut"
~person:"Ryu, Doojin"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Volatility
24
Volatilität
24
Börsenkurs
11
Share price
11
Option trading
9
Optionsgeschäft
9
ARCH model
8
ARCH-Modell
8
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8
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8
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7
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7
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5
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4
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4
Option pricing theory
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Optionspreistheorie
4
Schock
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Shock
4
Asymmetric information
3
Asymmetrische Information
3
Derivat
3
Derivative
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Geldpolitik
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Index futures
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Index-Futures
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KOSPI200 options
3
Market microstructure
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Securities trading
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South Korea
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3
Spillover-Effekt
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Aufsatz in Zeitschrift
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25
Aufsatz im Buch
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research-article
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English
25
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Herwartz, Helmut
Ryu, Doojin
Gupta, Rangan
129
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
57
Hammoudeh, Shawkat
41
Mensi, Walid
41
Zhang, Yaojie
41
Wohar, Mark E.
39
Kang, Sang Hoon
38
Wang, Yudong
38
Liang, Chao
37
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Ji, Qiang
34
Lucey, Brian M.
34
Wei, Yu
34
Corbet, Shaen
33
Demirer, Rıza
33
Roubaud, David
33
Balcilar, Mehmet
31
Pierdzioch, Christian
30
McAleer, Michael
28
Salisu, Afees A.
28
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Lau, Chi Keung
26
Kumar, Dilip
25
Gillas, Konstantinos Gkillas
23
Umar, Zaghum
23
Jawadi, Fredj
22
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Lee, Chien-chiang
21
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
Todorov, Viktor
20
Yoon, Seong-min
20
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Finance research letters
3
Journal of international financial markets, institutions & money
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Oxford bulletin of economics and statistics
2
The journal of futures markets
2
Econometric reviews
1
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1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of empirical finance
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ECONIS (ZBW)
25
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1
Whose sentiment explains implied
volatility
change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
2
Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing
;
Han, Qian
;
Ryu, Doojin
;
Tang, Jing
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357053
Saved in:
3
Discovering the drivers of stock market
volatility
in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
4
Asymmetric
volatility
impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
5
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
6
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic
volatility
model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
7
Asset prices, financial amplification and monetary policy : structural evidence from an identified multivariate GARCH model
Herwartz, Helmut
;
Roestel, Jan
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357315
Saved in:
8
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
9
Volatility
information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
10
Economic indicators and stock market
volatility
in an emerging economy
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Economic systems
44
(
2020
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012593418
Saved in:
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