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Sovereign rating actions and the implied volatility of stock index options
Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: International review of financial analysis 34 (2014), pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
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Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing; Wang, Shouyang; Sui, Cong - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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Evaluation of volatility forecasts in an economic value framework
Elder, Adam; Gannon, Gerard - In: International review of financial analysis 7 (1998) 3, pp. 221-236
Persistent link: https://www.econbiz.de/10001356596
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Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan; Rieken, Sascha - In: International review of financial analysis 9 (2000) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
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Spillover of fear : evidence from the stock markets of five developed countries
Tsai, I-C. - In: International review of financial analysis 33 (2014), pp. 281-288
Persistent link: https://www.econbiz.de/10010520408
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Noise, equity prices, and hedging : a new approach
Bertus, Mark; Godbey, Jonathan; Hinkelmann, Christoph; … - In: International review of financial analysis 17 (2008) 5, pp. 886-902
Persistent link: https://www.econbiz.de/10003792315
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Impact of the federal open market committeeś meetings and scheduled macroeconomic news on stock market uncertainty
Nikkinen, Jussi; Sahlström, Petri - In: International review of financial analysis 13 (2004) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10002066686
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Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka - In: International review of financial analysis 26 (2013), pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
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Stock price default boundary : a Black-Cox model approach
Shi, Yunkun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 83 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013455157