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Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee - In: International review of economics & finance : IREF 64 (2019), pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
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On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui; Sung, Hao-Chang; Yang, Jingjing - In: International review of economics & finance : IREF 55 (2018), pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
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Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng; Lin, Anchor Y. - In: International review of economics & finance : IREF 43 (2016), pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
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Survey sentiment and interest rate option smile
Chen, Cathy Yi-Hsuan; Kuo, I.-doun - In: International review of economics & finance : IREF 37 (2015), pp. 125-137
Persistent link: https://www.econbiz.de/10011538263
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Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min - In: International review of economics & finance : IREF 62 (2019), pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
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Stochastic volatility vs. jump diffusions : evidence from the Chinese convertible bond market
Fan, Chenxi; Luo, Xingguo; Wu, Qingbiao - In: International review of economics & finance : IREF 49 (2017), pp. 1-16
Persistent link: https://www.econbiz.de/10011748345
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A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef; Goutte, Stéphane; Makumbe, Zororo S.; … - In: International review of economics & finance : IREF 85 (2023), pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
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Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min; Chen, Jun-Home - In: International review of economics & finance : IREF 71 (2021), pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
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Implied volatility forecast and option trading strategy
Liu, Dehong; Liang, Yucong; Zhang, Lili; Lung, Peter P.; … - In: International review of economics & finance : IREF 71 (2021), pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
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Valuation and empirical analysis of currency options
Chuang, Ming-Che; Wen, Chin-Hsiang; Lin, Shih-kuei - In: International review of economics & finance : IREF 66 (2020), pp. 71-91
Persistent link: https://www.econbiz.de/10012390660