Narrow search
Showing 1 - 10 of 9,511
Cover Image
Safe haven currency and market uncertainty : yen, renminbi, dollar, and alternatives
Masujima, Yuki - 2017
Persistent link: https://www.econbiz.de/10012132186
Cover Image
Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei; Ford, James L. - 2010
Persistent link: https://www.econbiz.de/10009374212
Cover Image
Measuring the volatility of wheat futures prices on the LIFFE
Dawson, Philip J. - In: Journal of agricultural economics 66 (2015) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10011299657
Cover Image
Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Cover Image
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Cover Image
Range-based volatility estimation and forecasting
Benčík, Daniel - 2014
prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to … simple daily ranges and explore the use of these more efficient volatility measures as predictors of daily ranges. The array … forecasts are produced by a realized range based HAR model with a GARCH volatility-of-volatility component. …
Persistent link: https://www.econbiz.de/10010461231
Cover Image
Forward-backward-looking monetary policy rules : derivation and empirics
Rashid, Abdul; Waheed, Farah - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 71-92
Persistent link: https://www.econbiz.de/10012587116
Cover Image
The law of one price in equity volatility markets
Van Tassel, Peter - 2020
This paper documents law of one price violations in equity volatility markets. While tightly linked by no …
Persistent link: https://www.econbiz.de/10012391498
Cover Image
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha; Shastri, Manjula - In: Paradigm : the journal of Institute of Management Technology 24 (2020) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10012229650
Cover Image
A reverse index futures split effect on liquidity and market dynamics
Athanasios, Fassas; Nikolas, Hourvouliades - In: International journal of bonds and derivatives 3 (2017) 3, pp. 235-252
Persistent link: https://www.econbiz.de/10011875992