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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
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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
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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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A generalization of reset options pricing formulae with stochastic interest rates
Li, Shu Jin; Li, Sheng Hong; Sun, Chao - In: Research in international business and finance 21 (2007) 2, pp. 119-133
Persistent link: https://www.econbiz.de/10003477595
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Long memory options : LM evidence and simulations
Jamdee, Sutthisit; Los, Cornelis A. - In: Research in international business and finance 21 (2007) 2, pp. 260-280
Persistent link: https://www.econbiz.de/10003478882
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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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Evaluating the sovereign and household credit risk in Singapore : a contingent claims approach
Lai, Wan-Ni - In: Research in international business and finance 37 (2016), pp. 435-447
Persistent link: https://www.econbiz.de/10011595321
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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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The source of gains in New Zealand takeover offers : wealth creation or merely undervaluation
Mandelbaum, Amnon - In: Research in international business and finance 12 (1995), pp. 285-304
Persistent link: https://www.econbiz.de/10001195611
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Momentum effects in China : a review of the literature and an empirical explanation of prevailing controversies
Yunlin Yang; Ge̜bka, Bartosz; Hudson, Robert - In: Research in international business and finance 47 (2019), pp. 78-101
Persistent link: https://www.econbiz.de/10012135515