Narrow search
Showing 1 - 10 of 346
Cover Image
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago; Lovreta, Lidija - In: Finance research letters 28 (2019), pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Cover Image
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Cover Image
Stochastic volatility and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin; Richard, Jean-François - In: Finance research letters 12 (2015), pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
Cover Image
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos; Lin, Fang - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Cover Image
Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
Hodoshima, Jiro; Yamawake, Toshiyuki - In: Finance research letters 28 (2019), pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
Cover Image
Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks
Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
Cover Image
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna; Marchetti, Fabio Massimo; Vagnani, Gianluca - In: Finance research letters 53 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Cover Image
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J; Maré, E. - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Cover Image
Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Chkir, Imed Eddine; Guesmi, Khaled; Brayek, Angham Ben; … - In: Research in international business and finance 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012581526
Cover Image
Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from China before and after the financial crisis
Wei, Yu; Qin, Songkun; Li, Xiafei; Zhu, Sha; Wei, Guiwu - In: Finance research letters 30 (2019), pp. 23-29
Persistent link: https://www.econbiz.de/10012420181