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~person:"Andersen, Torben"
~person:"Chen, Jo-hui"
~person:"Dheeriya, Prakash L."
~source:"econis"
~subject:"Capital income"
~subject:"Volatility"
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Andersen, Torben
Chen, Jo-hui
Dheeriya, Prakash L.
McAleer, Michael
15
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14
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7
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6
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5
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4
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1
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
2
The spillover, risk and leverage effects of smart beta management exchange-traded fund (ETF)
Chen, Jo-hui
;
Edwards, Nicholas
- In:
Global economy journal : GEJ
21
(
2021
)
3
,
pp. 2150016-1-2150016-24
Persistent link: https://www.econbiz.de/10013174928
Saved in:
3
The performance of dividend ETFs : the study of the spillover and leverage effects
Chen, Jo-hui
;
Dang Trung Kien
- In:
Theoretical economics letters
9
(
2019
)
3
,
pp. 499-510
Persistent link: https://www.econbiz.de/10012395468
Saved in:
4
Testing leverage and spillover effects in precious metal ETFs
Chen, Jo-hui
;
Do Thi Van Trang
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 197-212
Persistent link: https://www.econbiz.de/10011822542
Saved in:
5
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
6
Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
7
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
8
Relations between volatility and returns of exchange traded funds of emerging markets and of USA
Dheeriya, Prakash L.
;
Rezayat, Fahimeh
;
Yavas, Burhan F.
- In:
Review of economics & finance
(
2014
)
1
,
pp. 44-56
Persistent link: https://www.econbiz.de/10010353498
Saved in:
9
Can market volatilities ripple across nations? : an investigation using exchange traded funds
Rezayat, Fahimeh
;
Yavas, Burhan F.
;
Dheeriya, Prakash L.
- In:
Investment management and financial innovations
9
(
2012
)
2
,
pp. 8-14
Persistent link: https://www.econbiz.de/10009579433
Saved in:
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