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Veröffentlichung gesamtwirtschaftlicher Indikatoren und implizite Volatilität an den Swaption-Märkten
Fornari, Fabio - In: BIZ-Quartalsbericht (2004), pp. 87-96
Persistent link: https://www.econbiz.de/10002437576
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro; Brandt, Michael W. - In: Journal of monetary economics 53 (2006) 8, pp. 1997-2039
Persistent link: https://www.econbiz.de/10003394391
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Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol; Lee, Geul - In: Asia-Pacific journal of financial studies 40 (2011) 3, pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro; Brandt, Michael W. - 2003
Persistent link: https://www.econbiz.de/10001790830
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024082
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001956584
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Regulatory Soft Interventions in the Chinese Market : Compliance Effects and Impact on Option Market Efficiency
Hilliard, Jimmy E - 2018
Securities Laws in China are administered by the Chinese Securities Regulatory Commission (CSRC). The CSRC has great flexibility in administering securities laws since the committee represents the will of the state. Under the state-controlled financial system, the CSRC works closely with...
Persistent link: https://www.econbiz.de/10012928586
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The COVID-19 risk in the Chinese option market
Li, Jianhui; Ruan, Xinfeng; Gehricke, Sebastian A.; … - In: International review of finance : the official journal … 22 (2022) 2, pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
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Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.; Gay, Gerald D.; Ma, Han; Ren, Honglin - In: The journal of futures markets 42 (2022) 5, pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
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COVID-19 and market expectations : evidence from option-implied densities
Hanke, Michael; Kosolapova, Maria; Weissensteiner, Alex - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509718