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Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks
Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
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Implied volatility surface construction for commodity futures options traded in China
Xu, Wei; Šević, Aleksandar; Šević, Željko - In: Research in international business and finance 61 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
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Policy uncertainty, the use of derivatives : evidence from US bank holdingcompanies (BHCs)
Tran, Dung Viet; Hassan, M. Kabir; AlTalafha, Sarah H.; … - In: Research in international business and finance 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013286534
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Financial risk and financial risk management
Batten, Jonathan A. (ed.);  … - 2002 - 1. ed
Persistent link: https://www.econbiz.de/10001677915
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The impact of futures trading on cash market volatility : evidence from the Tokyo Stock Exchange
Chen, Shaw-kuan; Jarrett, Jeffrey E.; Rhee, S. Ghon - In: Research in international business and finance 12 (1995), pp. 241-250
Persistent link: https://www.econbiz.de/10001195615
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Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi; Wang, Teng-Kun; Li, Weny - In: Research in international business and finance 48 (2019), pp. 381-396
Persistent link: https://www.econbiz.de/10012135956
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How using derivatives affects bank stability in emerging countries? : evidence from the recent financial crisis
Keffala, Mohamed Rochdi - In: Research in international business and finance 35 (2015), pp. 75-87
Persistent link: https://www.econbiz.de/10011570006
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Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets
Kitamura, Yoshihiro - In: Research in international business and finance 24 (2010) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10003965060
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Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.; Au-Yeung, Siu Pang - In: Research in international business and finance 18 (2004) 3, pp. 305-317
Persistent link: https://www.econbiz.de/10003396231
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Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi; Bouri, Elie; Gemici, Eray - In: Research in international business and finance 66 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014460654