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The impacts of index options on the underlying stocks : the case of the S&P 100
Liu, Shinhua - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1034-1046
Persistent link: https://www.econbiz.de/10003873836
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On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
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Simultaneous stochastic volatility transmission across American equity markets
Weber, Enzo - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10009721374
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Model risk and option hedging
Giannetti, Antoine; Clark, John M.; Anderson, Randy I. - In: The quarterly review of economics and finance : journal … 44 (2004) 5, pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
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The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.; Karolyi, G. Andrew - In: Journal of empirical finance 13 (2006) 4/5, pp. 519-549
Persistent link: https://www.econbiz.de/10003370863
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of empirical finance 8 (2001) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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Volatility and cross correlation across major stock markets
Ramchand, Latha; Susmel, Raul - In: Journal of empirical finance 5 (1998) 4, pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
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Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 577-589
Persistent link: https://www.econbiz.de/10012655570