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Kou jump diffusion model : an application to the Standard and Poor 500, Nasdaq 100 and Russell 2000 index options
Abbasi, Wajih; Hájek, Petr; Ismailova, Diana; … - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1918-1929
Persistent link: https://www.econbiz.de/10011775445
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How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan; Hsu, Yuan-Teng; Liu, Hung-Chun - In: International journal of economics and financial issues … 4 (2014) 3, pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
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Re-examining the expiration effects of index futures : evidence from India
Singh, Gurmeet; Muneer, Shaik, - In: International journal of economics and financial issues … 10 (2020) 3, pp. 16-23
Persistent link: https://www.econbiz.de/10012215224
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International evidence of COVID-19 and stock market returns : an event study analysis
Bash, Ahmad - In: International journal of economics and financial issues … 10 (2020) 4, pp. 34-38
Persistent link: https://www.econbiz.de/10012300345
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Islamic stock indices and COVID-19 : evidence from Indonesia
Cipto, Selamet Herman; Endri, Endri; Haryono, Yono; … - In: International journal of economics and financial issues … 14 (2024) 3, pp. 83-88
Persistent link: https://www.econbiz.de/10014584518
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The Impact of the Corona Crisis on the worldwide stock markets : an empirical analysis with cross national event study approach
Fischer, Annika; Opala, Noel; Reuse, Svend; Svoboda, Martin - In: International journal of economics and financial issues … 12 (2022) 6, pp. 162-172
Persistent link: https://www.econbiz.de/10014227863
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Global macroeconomic announcements and foreign exchange implied volatility
Ishfaq, Muhammad; Qiong, Zhang Bi; Shah, Syed Mehmood Raza - In: International journal of economics and financial issues … 7 (2017) 5, pp. 119-127
Persistent link: https://www.econbiz.de/10011833975
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Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang; Yang, Shu; Saddique, Shamila - In: International journal of economics and financial issues … 7 (2017) 2, pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
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On the effectiveness of stock index futures for tail risk protection
Zouari, Hammadi - In: International journal of economics and financial issues … 12 (2022) 3, pp. 38-52
Persistent link: https://www.econbiz.de/10013259361
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Modeling sectoral stock indexes volatility : empirical evidence from Pakistan stock exchange
Chimrani, Charan Raj; Ahmed, Farhan; Panjwani, Vinesh Kumar - In: International journal of economics and financial issues … 8 (2018) 2, pp. 319-324
Persistent link: https://www.econbiz.de/10011957671