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Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang; Hao, Wenyan - In: Journal of international financial markets, … 75 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
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Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing; Han, Qian; Ryu, Doojin; Tang, Jing - In: Journal of international financial markets, … 77 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013357053
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International tax arbitrage, currency options and put-call parity conditions
Strobel, Frank - In: Journal of international financial markets, … 22 (2012) 3, pp. 473-486
Persistent link: https://www.econbiz.de/10009623551
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The informational content of US listed options on foreign equity securities : the case of Telmex and the peso devaluation
Buttimer, Richard J.; Swidler, Steven Mark - In: Journal of international financial markets, … 8 (1998) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10001402087
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The effect of option-implied skewness on delta- and vega-hedged option returns
Borochin, Paul; Wu, Zekun; Zhao, Yanhui - In: Journal of international financial markets, … 74 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012803250
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The options market response to accounting earnings announcements
Truong, Cameron; Corrado, Charles Joseph; Chen, Yangyang - In: Journal of international financial markets, … 22 (2012) 3, pp. 423-450
Persistent link: https://www.econbiz.de/10009623553
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Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang; Koutsantony, Constantine; Truong, Cameron; … - In: Journal of international financial markets, … 23 (2013), pp. 379-401
Persistent link: https://www.econbiz.de/10009707491
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Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun; Fu, Xi; Jawadi, Fredj - In: Journal of international financial markets, … 61 (2019), pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
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Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana; Ornelas, José Renato Haas - In: Journal of international financial markets, … 79 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013358775
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Volatility forecasting : intra-day versus inter-day models
Angelidis, Timotheos; Degiannakis, Stavros - In: Journal of international financial markets, … 18 (2008) 5, pp. 449-465
Persistent link: https://www.econbiz.de/10003775710