Narrow search
Showing 1 - 10 of 308
Cover Image
The day-of-the-week effect on Bitcoin return and volatility
Ma, Donglian; Tanizaki, Hisashi - In: Research in international business and finance 49 (2019), pp. 127-136
Persistent link: https://www.econbiz.de/10012136001
Cover Image
Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien; Ielpo, Florian - In: Research in international business and finance 39 (2017), pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
Cover Image
A stochastic analysis of hedge funds' higher moments
Karagiorgis, Ariston; Drakos, Kōnstantinos - In: Research in international business and finance 66 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014460252
Cover Image
A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Grobys, Klaus - In: Research in international business and finance 66 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014460264
Cover Image
Stability of cross-market bivariate return distributions during financial turbulence
Mudakkar, Syeda Rabab; Uppal, Jamshed Y. - In: Research in international business and finance 45 (2018), pp. 389-401
Persistent link: https://www.econbiz.de/10011983293
Cover Image
Tail risk and the return-volatility relation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 46 (2018), pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Cover Image
The asymmetric response of volatility to market changes and the volatility smile : evidence from Australian options
Tanha, Hassan; Dempsey, Michael - In: Research in international business and finance 34 (2015), pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
Cover Image
Using GMM to flatten the option volatility smile
Arnold, Tom - In: Research in international business and finance 20 (2006) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003374200
Cover Image
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
Cover Image
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