Narrow search
Showing 1 - 8 of 8
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
Who has volatility information in the index options market?
Ryu, Doojin; Yang, Heejin - In: Finance research letters 30 (2019), pp. 266-270
Persistent link: https://www.econbiz.de/10012420810
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
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro - In: Finance research letters 45 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Cover Image
Variance risk premiums and aging firms
Neururer, Thaddeus - In: Finance research letters 58 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Cover Image
Put-call parity in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra; Králik, Balázs; Váradi, Kata - In: Finance research letters 61 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Cover Image
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak; Ruan, Xinfeng - In: Finance research letters 53 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
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