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~person:"Bekaert, Geert"
~person:"Singh, Vipul Kumar"
~subject:"Risk aversion"
~subject:"Volatilität"
~subject:"implied volatility"
~type_genre:"Article in journal"
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Bekaert, Geert
Singh, Vipul Kumar
Carr, Peter
21
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20
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19
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15
Escobar, Marcos
14
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ECONIS (ZBW)
12
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1
Effectiveness of deterministic option
pricing
models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
2
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
3
Asset return dynamics under habits and bad environment-good environment fundamentals
Bekaert, Geert
;
Engstrom, Eric
- In:
Journal of political economy
125
(
2017
)
3
,
pp. 713-760
Persistent link: https://www.econbiz.de/10011753819
Saved in:
4
What do asset prices have to say about risk appetite and uncertainty?
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of banking & finance
67
(
2016
),
pp. 103-118
Persistent link: https://www.econbiz.de/10011634665
Saved in:
5
Pricing
and hedging competitiveness of the tree option
pricing
models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
6
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
7
Jump-diffusion option
pricing
models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Studies in economics and finance
32
(
2015
)
3
,
pp. 357-378
Persistent link: https://www.econbiz.de/10011380924
Saved in:
8
Effectiveness of volatility models in option
pricing
: evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Journal of advances in management research : JAMR
10
(
2013
)
3
,
pp. 352-375
Persistent link: https://www.econbiz.de/10010206639
Saved in:
9
Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
Saved in:
10
Inter-competence of jump-diffusion option
pricing
models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
The international journal of finance
25
(
2013
)
3
,
pp. 7789-7820
Persistent link: https://www.econbiz.de/10010382270
Saved in:
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