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The predictive power of implied stochastic variance from currency options
Guo, Dajiang - In: The journal of futures markets 16 (1996) 8, pp. 915-942
Persistent link: https://www.econbiz.de/10001209792
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Currency carry trades : the role of macroeconomic news and futures market speculation
Kim, Suk-Joong - In: The journal of futures markets 36 (2016) 11, pp. 1076-1107
Persistent link: https://www.econbiz.de/10011569016
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Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices
Badshah, Ihsan Ullah; Frijns, Bart; Tourani Rad, Alireza - In: The journal of futures markets 33 (2013) 6, pp. 555-572
Persistent link: https://www.econbiz.de/10009756565
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Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.; Hibbert, Ann Marie; Pavlova, Ivelina - In: The journal of futures markets 34 (2014) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
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Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
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Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi; Xie, Jinming - In: The journal of futures markets 43 (2023) 4, pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
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The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
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The effect of spot and futures trading on stock index market volatility : a nonparametric approach
Illueca, M.; Lafuente, J. A. - In: The journal of futures markets 23 (2003) 9, pp. 841-858
Persistent link: https://www.econbiz.de/10001789582
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New evidence on expiration-day effects using realized volatility : an intraday analysis for the Spanish stock exchange
Illueca, M.; Lafuente, J. A. - In: The journal of futures markets 26 (2006) 9, pp. 923-938
Persistent link: https://www.econbiz.de/10003356507
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212