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The price of COVID-19-induced uncertainty in the options market
Li, Jianhui; Ruan, Xinfeng; Zhang, Jin E. - In: Economics letters 211 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
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Hedging investment-grade and high-yield bonds with credit VIX
Bouri, Elie; Alsagr, Naif - In: Economics letters 237 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015073875
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The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama; Virmani, … - In: Economics letters 204 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
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Volatility can be detrimental to option values!
Ghoddusi, Hamed; Fahim, Arash - In: Economics letters 149 (2016), pp. 5-9
Persistent link: https://www.econbiz.de/10011620005
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Volatility and expected option returns: a note
Chaudhury, Mohammed M. - In: Economics letters 152 (2017), pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
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Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
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Disagreement, correlation and asset prices
He, Xue-zhong; Shi, Lei - In: Economics letters 116 (2012) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10009674250
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The comovement in inventories and in sales : higher and higher
Herrera, Ana María; Murtazashvili, Irina; Pesavento, Elena - In: Economics letters 99 (2008) 1, pp. 155-158
Persistent link: https://www.econbiz.de/10003723286
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Multiscale behaviour of volatility autocorrelations in a financial market
Pasquini, Michele; Serva, Maurizio - In: Economics letters 65 (1999) 3, pp. 275-279
Persistent link: https://www.econbiz.de/10001422779
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Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong - In: Economics letters 83 (2004) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10001967528