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Search: subject:"implied volatility"
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Volatility
31
Volatilität
31
Implied volatility
17
Option pricing theory
11
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11
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Liu, Dehong
2
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1
Benavides, Guillermo
1
Bernales, Alejandro
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1
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1
Cao, Charles Q.
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Capistrán Carmona, Carlos
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1
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International review of economics & finance : IREF
Journal of empirical finance
Journal of financial markets
Journal of banking & finance
27
International review of financial analysis
25
Quantitative finance
24
Finance research letters
23
International Journal of Theoretical and Applied Finance (IJTAF)
23
Energy economics
19
International journal of theoretical and applied finance
19
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
Journal of Banking & Finance
12
Review of Derivatives Research
11
Applied mathematical finance
10
International journal of financial engineering
10
Economic modelling
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Finance and Stochastics
8
Journal of international financial markets, institutions & money
8
Review of Quantitative Finance and Accounting
8
Asia-Pacific journal of financial studies
7
Finance and stochastics
7
Journal of Risk and Financial Management
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Physica A: Statistical Mechanics and its Applications
7
Review of derivatives research
7
The European Journal of Finance
7
The European journal of finance
7
Annals of finance
6
Applied Mathematical Finance
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Applied economics letters
6
International journal of finance & economics : IJFE
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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Journal of financial economics
5
Pacific-Basin finance journal
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ECONIS (ZBW)
31
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1
Flight-to-safety across time and market conditions
Bouri, Elie
;
Jalkh, Naji
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014582565
Saved in:
2
Heterogeneous beliefs with preference interdependence and asset pricing
Hu, Duni
;
Wang, Hailong
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014535320
Saved in:
3
Uncertainty measure : as a proxy for the degree of market imperfection
Zhang, Hailiang
;
Muhammad, Atif Sattar
;
Wang, Haijun
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 159-171
Persistent link: https://www.econbiz.de/10014446735
Saved in:
4
Firm fundamentals and the cross-section of
implied
volatility
shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
5
Information flow and credit rating announcements
Khorram, Mehdi
;
Mo, Haitao
;
Sanger, Gary C.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466326
Saved in:
6
Implied
volatility
information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
7
Resolution of financial market uncertainty around the release of unemployment rate announcements
Gu, Chen
;
Chen, Denghui
;
Stan, Raluca
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 586-596
Persistent link: https://www.econbiz.de/10013342634
Saved in:
8
Global equity market leadership positions through
implied
volatility
measures
Parhizgari, Ali M.
;
Chaiyuth Padungsaksawasdi
- In:
Journal of empirical finance
61
(
2021
),
pp. 180-205
Persistent link: https://www.econbiz.de/10012693257
Saved in:
9
Modeling realized volatility of the EUR/USD exchange rate : does
implied
volatility
really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
10
Implied
volatility
forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
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