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The relative importance of symmetric and asymmetric shocks : the case of United Kingdom and euro area
Peersman, Gert - 2007
Persistent link: https://www.econbiz.de/10003511397
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Dynamic relations of uncertainty expectations : a conditional assessment of implied volatility indices
Siriopoulos, Costas; Fassas, Athanasios - In: Review of derivatives research 16 (2013) 3, pp. 233-266
Persistent link: https://www.econbiz.de/10010222960
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Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini; Skiadopoulos, George; … - In: Journal of banking & finance 32 (2008) 11, pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
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An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George; Psychoyios, Dimitris; Skiadopoulos, George - In: Journal of banking & finance 31 (2007) 12, pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
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The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan
Chan, Chia-Ying; Peretti, Christian de; Wang, Ming-Chun; … - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 700-733
Persistent link: https://www.econbiz.de/10011779396
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Irreversible investments and volatile markets : a study of the chemical processing industry
Bell, Gregory K. - In: The review of economics and statistics 79 (1997) 1, pp. 79-87
Persistent link: https://www.econbiz.de/10001215961
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Tax unncertainty and investment : a cross-country empirical examination
Edmiston, Kelly D. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 3, pp. 425-440
Persistent link: https://www.econbiz.de/10002141234
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How Does Economic Policy Uncertainty in Europe Affect the U.S. Stock Market?
Sum, Vichet - 2012
economic policy conditions in Europe. This study provides an important implication for investment and risk management in the …
Persistent link: https://www.econbiz.de/10013104516
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Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
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Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica - In: Applied economics letters 30 (2023) 20, pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040