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The information content in a volatility index for Spain

Gonzalez-Perez, Maria T.; Novales, Alfonso - In: SERIEs : Journal of the Spanish Economic Association 2 (2011) 2, pp. 185-216

A model-free methodology is used for the first time to estimate a daily volatility index (VIBEX-NEW) for the Spanish … display a negative, tight contemporaneous relationship with IBEX daily returns, contrary to other common volatility indicators …, as an implied volatility indicator or a GARCH(1,1) conditional volatility model. This relationship is approximately …

Persistent link: https://www.econbiz.de/10009355558

Volatility and VaR forecasting in the Madrid stock exchange

Ñíguez, Trino-Manuel - In: Spanish economic review : SER 10 (2008) 3, pp. 169-196

Persistent link: https://www.econbiz.de/10003747257

Forecasting volatility in the Spanish option market

Corredor, Pilar; Santamaría Aquilué, Rafael - In: Applied financial economics 14 (2004) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10001898771

Forecasting exchange rates volatilities using artificial neural networks

Bonilla, María; Marco, Paulina; Olmeda, Ignacio - In: Financial modelling : with 74 tables : [a selection of …, (pp. 57-68). 2000

Persistent link: https://www.econbiz.de/10001484957

Predicción de volatilidad : una aplicación al mercado español de opciones sobre el IBEX 35

Lorenzo Alegría, Rosa María - In: Boletín de estudios económicos 52 (1997) 160, pp. 91-122

Persistent link: https://www.econbiz.de/10001219880

The information content of options on the IBEX-35

Dewachter, Hans - In: Revista española de economía 13 (1996) 2, pp. 159-180

Persistent link: https://www.econbiz.de/10001225596

Do analysts' cash flow forecasts improve firm value?

Oh, Min Hyun; Park, Sambock; Kim, Jong Hyun - In: International Journal of Financial Studies : open … 8 (2020) 4/60, pp. 1-24

We examine whether analysts' cash flow forecasts improve firm value. First, we analyze whether the joint issuance of financial analysts' earnings and cash flow forecasts improve firm value. Second, we analyze whether the quality of analysts' cash flow forecasts improve firm value. The empirical...

Persistent link: https://www.econbiz.de/10012321079