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Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf - 1997
Persistent link: https://www.econbiz.de/10004379817
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Der VOLAX-Future - ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf - 1998
Persistent link: https://www.econbiz.de/10004379820
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Managed futures in the institutional portfolio
Epstein, Charles B. (contributor) - 1992
Persistent link: https://www.econbiz.de/10004137671
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Stock index futures : a guide for traders, investors and analysts
Weiner, Neil S. - 1984 - 1. [Dr.]
Persistent link: https://www.econbiz.de/10004756767
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Futures markets : their econom. role
Peck, Anne E. (contributor);  … - 1985
Persistent link: https://www.econbiz.de/10004047324
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Erfolgreich spekulieren mit Aktien- und Rentenoptionen : Termingeschäfte in Deutschland, d. USA u. d. Schweiz
Bilitza, Karl-Heinz - 1987
Persistent link: https://www.econbiz.de/10004055355
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Hedging Government Oil Price Risk
Daniel, James - International Monetary Fund (IMF) - 2001
Many governments are heavily exposed to oil price risk, especially those dependent on revenue derived from oil production. For these governments, dealing with large price movements is difficult and costly. Traditional approaches, such as stabilization funds, are inherently flawed. Oil risk...
Persistent link: https://www.econbiz.de/10005605340
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Volatility transmission and herding contagion during the global financial crisis
Abbes, Mouna Boujelbène - In: International Journal of Managerial and Financial Accounting 5 (2013) 2, pp. 138-161
the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …
Persistent link: https://www.econbiz.de/10010754852
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Modelling volatility during the current financial crisis: an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International Journal of Trade and Global Markets 5 (2012) 3/4, pp. 171-194
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK …
Persistent link: https://www.econbiz.de/10010670368
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Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali - In: American Journal of Finance and Accounting 3 (2014) 2/3/4, pp. 172-184
market to New York, Pairs and Frankfurt stock markets. Within the European stock markets, there are unidirectional volatility … spillover effects from Frankfurt to Paris and from Paris to London. Volatility increases induced by bad news are transmitted … more strongly than volatility declines. …
Persistent link: https://www.econbiz.de/10010816696