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~isPartOf:"The European journal of finance"
~subject:"Option trading"
~subject:"Volatilität"
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Option trading
Volatilität
Volatility
7
implied volatility
6
Estimation
5
Optionsgeschäft
5
Schätzung
5
Exchange rate
4
Forecasting model
4
Prognoseverfahren
4
Wechselkurs
4
options
4
skewness
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3
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Kapitaleinkommen
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Option pricing theory
3
Optionspreistheorie
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Aktienoption
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Bid-ask spread
2
Devisenmarkt
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Experiment
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Geld-Brief-Spanne
2
Handelsvolumen der Börse
2
Liquidity
2
Liquidität
2
Risikomaß
2
Risk measure
2
Stock option
2
Trading volume
2
VaR
2
bid-ask spread
2
forecasting
2
liquidity
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9
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Ap Gwilym, Owain
2
Verousis, Thanos
2
Abad Díaz, David
1
Chen, XiaoHua
1
Cummins, Mark
1
Dupoyet, Brice
1
Fassas, Athanasios P.
1
Figueiredo, Antonio
1
García-Machado, Juan J.
1
Kearney, Fearghal
1
Kenourgios, Dimitris
1
Lubnau, Thorben Manfred
1
Mitra, Sovan
1
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1
Nieto Domenech, Belen
1
Papadamou, Stephanos
1
Parhizgari, Ali M.
1
Rybczyński, Jarosław
1
Todorova, Neda
1
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The European journal of finance
Research paper series / Swiss Finance Institute
47
Swiss Finance Institute Research Paper
33
Journal of banking & finance
28
Quantitative finance
28
Discussion paper / Tinbergen Institute
19
Finance research letters
19
International review of financial analysis
19
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper
15
The journal of futures markets
14
International review of economics & finance : IREF
13
Journal of risk and financial management : JRFM
13
Working Paper
13
Applied economics
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of derivatives : JOD
11
Applied mathematical finance
10
Energy economics
10
Asia-Pacific journal of financial studies
9
Journal of empirical finance
9
Journal of econometrics
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
SFB 649 discussion paper
8
CPQF Working Paper Series
7
Cogent economics & finance
7
Economic modelling
7
International Journal of Financial Studies : open access journal
7
Journal of financial markets
7
Journal of risk
7
Review of derivatives research
7
Review of quantitative finance and accounting
7
Rotman School of Management Working Paper
7
SFB 649 Discussion Paper
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
2
How Spanish
options
market smiles in summer : an empirical analysis for
options
on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
3
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
Saved in:
4
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
5
Commonality in equity
options
liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
6
The calm after the storm : implied volatility and future stock index returns
Lubnau, Thorben Manfred
;
Todorova, Neda
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1282-1296
Persistent link: https://www.econbiz.de/10011419879
Saved in:
7
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
8
Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
Saved in:
9
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
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