//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Does implied volatility imply...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
298,220
United States
278,475
Theorie
51,100
Theory
50,286
Volatilität
39,859
Volatility
39,367
Schätzung
24,295
Estimation
23,355
Börsenkurs
15,673
Share price
15,444
Optionspreistheorie
14,085
Option pricing theory
13,769
Kapitaleinkommen
11,835
Capital income
11,788
Welt
11,387
World
11,120
Großbritannien
10,396
Geldpolitik
9,272
EU-Staaten
9,253
United Kingdom
9,115
Japan
8,935
EU countries
8,852
Monetary policy
8,851
Aktienmarkt
8,617
Stock market
8,459
Vereinigte Staaten
7,670
Wirkungsanalyse
7,561
Impact assessment
7,388
Deutschland
7,350
Konjunktur
7,244
Prognoseverfahren
7,214
Wechselkurs
7,110
Forecasting model
7,075
Business cycle
6,998
ARCH-Modell
6,950
Exchange rate
6,918
ARCH model
6,862
Germany
6,706
Kanada
6,686
Finanzkrise
6,608
more ...
less ...
Online availability
All
Free
72,480
Undetermined
43,561
Type of publication
All
Article
181,037
Book / Working Paper
164,042
Journal
3,796
Other
45
Database
7
Type of publication (narrower categories)
All
Article in journal
154,328
Aufsatz in Zeitschrift
154,328
Graue Literatur
67,541
Non-commercial literature
67,541
Working Paper
57,691
Arbeitspapier
52,924
Aufsatz im Buch
22,138
Book section
22,138
Amtsdruckschrift
8,792
Government document
8,792
Collection of articles of several authors
8,393
Sammelwerk
8,393
Hochschulschrift
6,152
Thesis
5,198
Lehrbuch
3,360
Textbook
3,276
Konferenzschrift
3,159
Aufsatzsammlung
3,143
Statistik
2,109
Conference proceedings
1,987
Statistics
1,847
Case study
1,808
Fallstudie
1,808
Collection of articles written by one author
1,721
Sammlung
1,721
Glossar enthalten
1,558
Glossary included
1,558
Bibliographie
1,533
No longer published / No longer aquired
1,464
Bibliografie enthalten
1,448
Bibliography included
1,448
research-article
982
Conference paper
950
Konferenzbeitrag
950
Bibliografie
882
Reprint
843
Rezension
647
Mehrbändiges Werk
573
Multi-volume publication
573
Article
537
more ...
less ...
Language
All
English
Undetermined
19,172
German
14,229
French
1,903
Spanish
1,264
Italian
475
Russian
380
Portuguese
183
Dutch
122
Polish
121
Hungarian
102
Swedish
51
Czech
34
Danish
26
Romanian
22
Finnish
13
Slovak
13
Norwegian
12
Croatian
11
Bulgarian
10
Serbian
8
Japanese
7
Chinese
6
Multiple languages
4
Valencian
3
Korean
3
Slovenian
3
Turkish
3
Ukrainian
3
Arabic
2
Azerbaijani
1
Indonesian
1
Latvian
1
Lithuanian
1
Mongolian
1
Sanskrit
1
Albanian
1
more ...
less ...
Author
All
Gupta, Rangan
417
Caporale, Guglielmo Maria
381
McAleer, Michael
378
Neumark, David
307
Glaeser, Edward L.
301
Poterba, James M.
254
Heckman, James J.
243
Fabozzi, Frank J.
241
Freeman, Richard B.
226
Cutler, David M.
225
Auerbach, Alan J.
224
Diebold, Francis X.
217
Bordo, Michael D.
214
Autor, David H.
213
Gil-Alaña, Luis A.
211
Wolff, Edward N.
211
Gruber, Jonathan
206
Krueger, Alan B.
206
Mitchell, Olivia S.
204
Stulz, René M.
201
Katz, Lawrence F.
195
Goldin, Claudia
194
Hanson, Gordon H.
192
Cebula, Richard J.
191
Haltiwanger, John C.
191
Kotlikoff, Laurence J.
189
Bloom, Nicholas
188
Burkhauser, Richard V.
188
Fairlie, Robert W.
182
Bollerslev, Tim
180
Feldstein, Martin S.
180
Hamermesh, Daniel S.
178
Viscusi, W. Kip
170
Bahmani-Oskooee, Mohsen
168
Wise, David A.
167
Acemoglu, Daron
166
Currie, Janet M.
166
Card, David E.
164
Slemrod, Joel
164
Audretsch, David B.
163
more ...
less ...
Institution
All
National Bureau of Economic Research
4,347
USA / General Accounting Office
716
USA / Bureau of the Census
506
IGI Global
350
OECD
248
Brookings Institution
200
USA / Economic Research Service
192
USA / Congress / Joint Economic Committee
175
USA / Congress / Senate / Committee on Finance
170
American Enterprise Institute for Public Policy Research
168
Federal Reserve Bank of St. Louis
163
World Trade Organization
161
USA / Government Accountability Office
150
Edward Elgar Publishing
138
USA / Bureau of Labor Statistics
122
USA / Congress / Budget Office
115
USA / Congress / House of Representatives / Committee on Ways and Means
113
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
113
International Monetary Fund (IMF)
105
USA / Congress / Senate / Committee on Banking, Housing and Urban Affairs
105
International Monetary Fund
103
Russell Sage Foundation
102
World Bank
101
Forschungsinstitut zur Zukunft der Arbeit
99
USA
98
USA / Treasury Department
95
Federal Reserve Bank of New York
94
USA / Congress / House of Representatives / Committee on Ways and Means / Committee on Ways and Means / Subcommittee on Trade
90
Federal Reserve Bank of San Francisco
86
USA / Office of Technology Assessment
85
USA / Congress / House of Representatives
82
USA / Congress / Senate / Committee on Foreign Relations
78
Federal Reserve Bank of Chicago
77
United States / Congress / Joint Economic Committee
76
Federal Reserve System / Board of Governors
75
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
74
The Wharton Financial Institutions Center
72
Institute for International Economics <Washington, DC>
70
USA / Congress / House of Representatives / Committee on the Budget
70
Council on Foreign Relations
69
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
11,732
NBER working paper series
4,139
The American economic review
2,083
Discussion paper / Centre for Economic Policy Research
2,067
Discussion paper series / IZA
1,859
NBER Working Paper
1,785
Applied economics
1,569
The review of financial studies
1,452
The review of economics and statistics
1,451
Working paper
1,434
The journal of finance : the journal of the American Finance Association
1,414
Journal of banking & finance
1,357
American journal of agricultural economics
1,345
The journal of futures markets
1,229
Energy economics
1,102
Economics letters
1,099
Journal of financial economics
1,051
Finance and economics discussion series
951
Economic review
936
CESifo working papers
916
IZA Discussion Papers
916
Journal of financial and quantitative analysis : JFQA
908
Southern economic journal
873
Monthly labor review : MLR
866
Economic inquiry : journal of the Western Economic Association International
855
National tax journal
851
Finance research letters
842
Journal of human resources : JHR
775
Journal of money, credit and banking : JMCB
766
Applied economics letters
742
The journal of economic perspectives : EP ; a journal of the American Economic Association
704
Journal of political economy
698
European journal of operational research : EJOR
692
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
676
The quarterly journal of economics
655
The journal of law & economics
650
International review of financial analysis
642
Applied financial economics
637
Economic modelling
628
International review of economics & finance : IREF
618
more ...
less ...
Source
All
ECONIS (ZBW)
328,841
USB Cologne (EcoSocSci)
11,298
EconStor
5,520
Other ZBW resources
1,588
RePEc
969
OLC EcoSci
216
USB Cologne (business full texts)
204
BASE
191
ArchiDok
100
more ...
less ...
Showing
1
-
10
of
348,927
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The mispricing of US treasury callable bonds
Carayannopoulos, Peter
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
Saved in:
2
Examination of long-term Bond iShare option selling strategies
Simon, David P.
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 465-489
This article examines
volatility
trades in Lehman Brothers 20 Year US Treasury Index iShare (TLT) options from July …
Persistent link: https://www.econbiz.de/10003962639
Saved in:
3
The implied
volatility
of US interest rates : evidence from callable US treasuries
Bliss, Robert R.
;
Ronn, Ehud I.
-
1995
Persistent link: https://www.econbiz.de/10000925735
Saved in:
4
Do stylized facts of equity-based
volatility
indices apply to fixed-income
volatility
indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
5
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
- In:
The journal of business : B
71
(
1998
)
2
,
pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
Saved in:
6
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
;
Ronn, Ehud I.
-
1997
Persistent link: https://www.econbiz.de/10000975260
Saved in:
7
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
8
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
9
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
10
Intermediate
volatility
forecasts using implied forward
volatility
: the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
31
(
2006
)
3
,
pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->