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Research in international business and finance
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1,089
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1
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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2
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
Saved in:
3
Can happiness predict future
volatility
in stock markets?
Naeem, Muhammad Abubakr
;
Farid, Saqib
;
Faruk, Balli
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
Saved in:
4
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
Saved in:
5
Volatility
spillover across spot and futures markets : evidence from dual financial system
Elsayed, Ahmed
;
Asutay, Mehmet
;
Alaoui, Abdelkader O. el
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015062170
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Estimating time-varying factors’ variance in the string-term structure model with stochastic
volatility
Almeida, Thiago Ramos
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
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9
Price discovery in bitcoin futures
Fassas, Athanasios P.
;
Papadamou, Stephanos
;
Koulis, …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012543280
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10
An analysis of option pricing under systematic consumption risk using GARCH
Georgievski, Alex
;
Masih, A. Mansur A.
- In:
Research in international business and finance
18
(
2004
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10003396185
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