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The relationship between conditional stock market volatility and conditional macroeconomic volatility empirical evidence based on UK data
Morelli, David - In: International review of financial analysis 11 (2002) 1, pp. 101-110
Persistent link: https://www.econbiz.de/10001745214
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Striking the implied volatility of US drone companies
Bevilacqua, Mattia; Morelli, David; Uzan, Paola Sultana … - In: International review of financial analysis 77 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012806309
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Asymmetric implied market volatility and terrorist attacks
Bevilacqua, Mattia; Morelli, David; Uzan, Paola Sultana … - In: International review of financial analysis 67 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012299223