Narrow search
Showing 1 - 10 of 5,667
Cover Image
Estimation of default risk through Merton's distance to default model : an empirical study of four Indian Public Sector banks
Bendigeri, Raghavendra S. - In: International journal of business and globalisation : IJBG 37 (2024) 4, pp. 535-554
Persistent link: https://www.econbiz.de/10015063989
Cover Image
Portfolio effects of VIX futures index
Ratner, Mitchell; Chiu, Chih-Chieh - In: Quantitative finance and economics 1 (2017) 3, pp. 288-299
Persistent link: https://www.econbiz.de/10012137805
Cover Image
An empirical examination of correlation dynamics between commodity and equity derivative indices : evidence from India using DCC-GARCH models
Swamy, Perumandla; Padma, Kurisetti - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10012222641
Cover Image
Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der - 2011
Persistent link: https://www.econbiz.de/10009159983
Cover Image
Trading VIX derivatives : trading and hedging strategies using VIX futures, options, and exchange-traded notes
Rhoads, Russell - 2011
market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures … expectations about future stock market volatility and generally moves inversely to the overall stock market. As such, many market … volatility or to use the products in conjunction with other instruments to create spread trades or hedge their overall risk. A …
Persistent link: https://www.econbiz.de/10009311046
Cover Image
Equity volatility trading strategy in two closely related indices : a risk management perspective
Kubli, Heinz R.; Kemmsies, Walter - In: Financial risk and financial risk management, (pp. 117-135). 2002
Persistent link: https://www.econbiz.de/10001755635
Cover Image
A portfolio insurance strategy for volatility index (VIX) futures
Jung, Young Cheol - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 189-200
Persistent link: https://www.econbiz.de/10011627439
Cover Image
Intraday momentum in the VIX futures market
Huang, Hong-Gia; Tsai, Wei-Che; Weng, Pei-Shih; Yang, … - In: Journal of banking & finance 148 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Cover Image
Risk bearing ability of investors in Indian stock market
Valliappan, M. - In: International journal of economic research 12 (2015) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10011419781
Cover Image
Cross-sectional analysis of emerging market volatility index (India VIX) with portfolio returns
Bagchi, Debasis - In: International journal of emerging markets 7 (2012) 4, pp. 383-396
Persistent link: https://www.econbiz.de/10009674764