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Search: subject:"vix"
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VIX
500
Volatility
487
Volatilität
480
Börsenkurs
227
Share price
225
Capital income
148
Kapitaleinkommen
148
Estimation
133
Schätzung
132
Option pricing theory
109
Optionspreistheorie
109
ARCH-Modell
104
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103
Aktienindex
94
Stock index
92
Stock market
92
Aktienmarkt
91
Forecasting model
91
Prognoseverfahren
91
Optionsgeschäft
83
Option trading
82
Welt
78
VIX futures
77
World
77
Risikoprämie
68
Risk
67
Risk premium
67
Derivat
63
Derivative
63
Index futures
63
Index-Futures
63
Portfolio-Management
60
Risiko
59
Portfolio selection
57
Stochastic process
55
Stochastischer Prozess
55
USA
50
Implied volatility
46
United States
46
Theorie
42
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596
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3
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635
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3
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McAleer, Michael
42
Chang, Chia-Lin
28
Shaikh, Imlak
17
Zhang, Jin E.
13
Ryu, Doojin
12
Allen, David E.
11
Alexander, Carol
10
Bondarenko, Oleg
10
Bouri, Elie
10
Caporale, Guglielmo Maria
10
Padhi, Puja
10
Plastun, Alex
10
Sarwar, Ghulam
10
Mele, Antonio
9
Obayashi, Yoshiki
9
Hammoudeh, Shawkat
8
Smales, Lee A.
8
Andersen, Torben G.
7
Christiansen, Charlotte
7
Leippold, Markus
7
Powell, Robert
7
Bekaert, Geert
6
Byström, Hans
6
Clements, Adam
6
Dapena, José P.
6
Han, Heejoon
6
Jiménez-Martín, Juan-Ángel
6
Korovilas, Dimitris
6
Pérez-Amaral, Teodosio
6
Qadan, Mahmoud
6
Siri, Julián R.
6
Dhaene, Jan
5
Ishida, Isao
5
Kaeck, Andreas
5
Krieger, Kevin
5
Linders, Daniël
5
Liu, Tengdong
5
Oya, Kosuke
5
Park, Yang-Ho
5
Qiao, Gaoxiu
5
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School of Economics and Management, University of Aarhus
8
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Institute of Economic Research, Kyoto University
6
Department of Economics and Finance, College of Business and Economics
5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
Henley Business School, University of Reading
5
National Centre for Econometric Research (NCER)
3
Nationalekonomiska Institutionen, Ekonomihögskolan
3
Tinbergen Instituut
3
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
2
Economics Department, South Dakota State University
2
European Central Bank
2
Institut für Weltwirtschaft (IfW)
2
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
2
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
1
Asian Development Bank Institute, Asian Development Bank
1
Bank for International Settlements (BIS)
1
C.E.P.R. Discussion Papers
1
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, Trinity College
1
Department of Economics, Tufts University
1
Department of Economics, University of Pennsylvania
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Duke University, Department of Economics
1
Erasmus University Rotterdam, Econometric Institute
1
Federal Reserve Bank of Dallas
1
Federal Reserve Bank of New York
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Finance Discipline Group, Business School
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Institute for Financial Research (SIFR)
1
National Bureau of Economic Research
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Business, Edith Cowan University
1
School of Economics and Political Science, Universität St. Gallen
1
Türkiye Cumhuriyet Merkez Bankası
1
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Finance research letters
34
The journal of futures markets
22
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of banking & finance
18
International review of financial analysis
16
Energy economics
14
Applied economics
12
Quantitative finance
12
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of empirical finance
9
CREATES Research Papers
8
Journal of Banking & Finance
8
Journal of Risk and Financial Management
8
Journal of international financial markets, institutions & money
8
Documentos de Trabajo del ICAE
7
Economic modelling
7
Journal of econometrics
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
MPRA Paper
7
Research paper series / Swiss Finance Institute
7
Applied mathematical finance
6
Journal of financial economics
6
KIER Working Papers
6
Managerial Finance
6
Research in international business and finance
6
Swiss Finance Institute Research Paper
6
Cogent economics & finance
5
Econometric Institute Research Papers
5
Economics letters
5
Global finance journal
5
ICMA Centre Discussion Papers in Finance
5
International journal of forecasting
5
International journal of theoretical and applied finance
5
Review of derivatives research
5
Working Papers in Economics
5
Cogent Economics & Finance
4
Discussion paper / Tinbergen Institute
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
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Source
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ECONIS (ZBW)
557
RePEc
161
EconStor
49
Other ZBW resources
7
BASE
5
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591
On the relationship between implied volatility index and realized return volatility
Shaikh, Imlak
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 225-235
Persistent link: https://www.econbiz.de/10011420602
Saved in:
592
The variance risk premium and fundamental uncertainty
Conrad, Christian
;
Stürmer, Karin
- In:
Economics letters
132
(
2015
),
pp. 56-60
Persistent link: https://www.econbiz.de/10011431141
Saved in:
593
Hedging strategy comparisons of volatility index options using diffusion models
Lin, Jun-Biao
- In:
The international journal of business and finance …
9
(
2015
)
3
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011285427
Saved in:
594
Global equity market volatility spillovers : a broader role for the United State
Buncic, Daniel
;
Gisler, Katja I. M.
-
2015
Persistent link: https://www.econbiz.de/10011289264
Saved in:
595
Effects of the US stock market return and volatility on the VKOSPI
Han, Heejoon
;
Kutan, Ali Mustafa
;
Ryu, Doojin
-
2015
the US market (i.e., the S&P 500 spot return and the
VIX
from the S&P 500 options) play a key role in predicting the level …
Persistent link: https://www.econbiz.de/10011376746
Saved in:
596
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
597
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
598
Pairs trading : does volatility timing matter?
Huck, Nicolas
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6239-6256
Persistent link: https://www.econbiz.de/10011381294
Saved in:
599
Volatility, distress risk, and the cross-section of portfolio returns
Sabbaghi, Omid
- In:
Review of accounting & finance
14
(
2015
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10011308963
Saved in:
600
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.
;
Li, Jiandong
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
Saved in:
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