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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
ARCH model
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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253
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Article
596
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180
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3
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research-article
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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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71
Joint calibration of S&P 500 and
VIX
options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
72
Exploring the research landscape of implied volatility index : a bibliometric analysis
Jain, Shubham
;
Mittal, Suresh Kumar
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 325-336
Persistent link: https://www.econbiz.de/10014472344
Saved in:
73
Predicting recessions using
VIX
-yield curve cycles
Hansen, Anne Lundgaard
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 409-422
Persistent link: https://www.econbiz.de/10014450279
Saved in:
74
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/
VIX
smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
75
Realized GARCH, CBOE
VIX
, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
76
Pricing CBOE
VIX
in non-affine GARCH models with variance risk premium
Tong, Chen
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530825
Saved in:
77
The daily rise and fall of the
VIX
1D : causes and solutions of its overnight bias
Albers, Stefan
;
Kestner, Lars N.
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014530970
Saved in:
78
Dynamic linkages among bitcoin, equity, gold and oil : an implied volatility perspective
Choudhary, Sangita
;
Jain, Anshul
;
Biswal, Pratap Chandra
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014531174
Saved in:
79
Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects
Attílio, Luccas Assis
;
Mollick, André Varella
- In:
Energy economics
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015046980
Saved in:
80
VIX
implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
Saved in:
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