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The options market reaction to bank loan announcements
Anagnostopoulou, Seraina C.; Ferentinou, Aikaterini C.; … - In: Journal of financial services research : JFSR 53 (2018) 1, pp. 99-139
Persistent link: https://www.econbiz.de/10012023932
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The impact of macroeconomic news on Chinese futures
Liu, Ruobing; Yang, Jianhui; Ruan, Chuan-Yang - In: International Journal of Financial Studies : open … 7 (2019) 4/63, pp. 1-14
level on the variance of futures’ return volatility. Based on the empirical results, we find the level of macroeconomic … variables has a significant impact on the volatility of Chinese futures´ return. The influence of the macroeconomic level factor … on the futures´ return volatility is statistically significant. …
Persistent link: https://www.econbiz.de/10012150454
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VIX changes and derivative returns on FOMC meeting days
Krieger, Kevin; Mauck, Nathan; Chen, Denghui - In: Financial markets and portfolio management 26 (2012) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10009623474
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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Macroeconomic surprises and short-term behaviour in bond futures
Veredas, David - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 843-866
Persistent link: https://www.econbiz.de/10003233767
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Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia; Tsai, Wei-Che; Yang, J. Jimmy - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
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Macroeconomic announcements and volatility of treasury futures
Li, Li; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000997634
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Cojumps in China's spot and stock index futures markets
Wang, Hao; Yue, Mengqi; Zhao, Hua - In: Pacific-Basin finance journal 35 (2015) 2, pp. 541-557
Persistent link: https://www.econbiz.de/10011543444
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Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng; Sutcliffe, Charles M. S. - In: The journal of futures markets 23 (2002) 8, pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
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What moves German Bund futures contracts on the Eurex?
Ahn, Hee-joon; Cai, Jun; Cheung, Stephen Y. L. - In: The journal of futures markets 22 (2002) 7, pp. 679-696
Persistent link: https://www.econbiz.de/10001678562