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Search: subject:"vix"
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VIX
493
Volatility
480
Volatilität
473
Börsenkurs
224
Share price
222
Capital income
147
Kapitaleinkommen
147
Estimation
131
Schätzung
130
Option pricing theory
108
Optionspreistheorie
108
ARCH-Modell
103
ARCH model
102
Aktienindex
93
Stock index
91
Stock market
91
Aktienmarkt
90
Forecasting model
90
Prognoseverfahren
90
Optionsgeschäft
82
Option trading
81
VIX futures
77
Welt
75
World
74
Risikoprämie
68
Risk premium
67
Risk
66
Derivat
63
Derivative
63
Index futures
62
Index-Futures
62
Portfolio-Management
60
Risiko
58
Portfolio selection
57
Stochastic process
55
Stochastischer Prozess
55
USA
49
Implied volatility
46
United States
45
Theorie
42
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250
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Article
590
Book / Working Paper
179
Other
3
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90
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research-article
7
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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
33
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
Applied economics
12
Energy 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
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
Research in international business and 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)
550
RePEc
161
EconStor
49
Other ZBW resources
7
BASE
5
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772
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1
Trading activity of
VIX
futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
2
Empirical performance of component GARCH models in pricing
VIX
term structure and
VIX
futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
3
VIX
option-implied volatility slope and
VIX
futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
4
Betting on mean reversion in the
VIX
? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
5
The hybrid forecast of S&P 500 volatility ensembled from
VIX
, GARCH and LSTM models
Roszyk, Natalia
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634883
Saved in:
6
Green bonds and traditional and emerging investments : understanding connectedness during crises
Xu, Danyang
;
Hu, Yang
;
Corbet, Shaen
;
Hou, Yang
;
Oxley, Les
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014534853
Saved in:
7
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
8
Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix
Guinea, Laurentiu
;
Pérez, Rafaela
;
Ruíz, Jesús
- In:
Finance research letters
61
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014490773
Saved in:
9
The lead-lag relation between
VIX
futures and SPX futures
Bangsgaard, Christine
;
Kokholm, Thomas
- In:
Journal of financial markets
67
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
Saved in:
10
Real activity and uncertainty shocks : the long and the short of it
Krogh, Mathias Sjøgreen
;
Pellegrino, Giovanni
-
2024
-
This version: February 14, 2024
Persistent link: https://www.econbiz.de/10014517579
Saved in:
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