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Pricing a bivariate option with copulas
Bucio-Pacheco, Christian; López Herrera, Francisco; … - In: International journal of bonds and derivatives 4 (2018) 1, pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
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Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin - In: Pacific-Basin finance journal 33 (2015), pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
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Derivative Instrumente auf Volatilitäten an Aktien- und Optionsmärkten : eine theoretische und empirische Untersuchung
Henn, Eric Tobias - 2001
Persistent link: https://www.econbiz.de/10001768552
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The Impact of Derivatives on Stock Market Volatility : A Study of the Sensex Index
Singh, Saurabh - 2016
One of the most important issues that have engaged the financial managers and the academicians in Finance all over the world is the financial markets volatility and the need to forecast it accurately. The stock prices depend on the investment behavior which, in turn, is affected by the...
Persistent link: https://www.econbiz.de/10012980062
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The effects of randomizing the opening time on the performance of a stock market under stress
Hauser, Shmuel; Kamara, Avraham; Shurki, Itzik - In: Journal of financial markets 15 (2012) 4, pp. 392-415
Persistent link: https://www.econbiz.de/10009655269
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Price discovery and information transmission across stock index futures : evidence from VN 30 Index Futures on Vietnam's stock market
Nguyễn Thị Nhung; Trần Thị Vân Anh; Nguyễn … - In: Investment management and financial innovations 16 (2019) 4, pp. 262-276
Persistent link: https://www.econbiz.de/10012177690
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Predicting stock market crises using stock index derivatives : evidence from China
Ma, Xiaohan; Lin, Hui - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 3, pp. 576-597
Persistent link: https://www.econbiz.de/10014513872
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The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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Price discovery in stock and options markets
Patel, Vinay; Putniņš, Tālis J.; Michayluk, David; … - In: Journal of financial markets 47 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012631761
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Directional trading across stock limit order book and options markets
Wang, Qin - In: The journal of derivatives : the official publication … 24 (2016) 2, pp. 88-97
Persistent link: https://www.econbiz.de/10011687337