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Intra-day realized volatility for European and USA Stock indices

Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41

Persistent link: https://www.econbiz.de/10011714562

Global contagion of market sentiment during the US subprime crisis

Lee, Yen-Hsien; Tucker, Alan L.; Wang, David K.; Pao, … - In: Global finance journal 25 (2014) 1, pp. 17-26

Persistent link: https://www.econbiz.de/10010400994

Government size and output volatility : should we forsake automatic stabilisation?

Debrun, Xavier (contributor); Pisani-Ferry, Jean (contributor) - 2008

Persistent link: https://www.econbiz.de/10003747922

Stock market integration between the UK and the US : evidence over eight decades

Aladesanmi, Olalekan; Casalin, Fabrizio; Metcalf, Hugh - In: Global finance journal 41 (2019), pp. 32-43

Persistent link: https://www.econbiz.de/10012257057

US macroeconomic news effects around the US and European financial crises : evidence from Brazilian and Mexican equity indices

Hussain, Syed Mujahid; Ben Omrane, Walid; Al-Yahyaee, … - In: Global finance journal 46 (2020)

Persistent link: https://www.econbiz.de/10012503405

U.S., Anglo-Saxon European, and non-Anglo-Saxon European cash holdings around the financial crisis

Gonenc, Halit; Polten, Marc-Oliver; Westerman, Wim - In: Global finance journal 52 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013412550

Is foreign exchange delta hedging risk priced?

Guo, Hui (contributor); Neely, Christopher J. (contributor) - 2004 - [Elektronische Ressource]

"If there is no priced risk--including volatility risk--associated with hedging an option, then expected delta hedging errors should be zero. This paper finds that delta hedging errors of a synthetic at-the-money call option on foreign exchange futures are significantly positive and cannot be...