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Macroeconomic influences and the variability of the commodity futures basis

Bailey, Warren - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 555-573

Persistent link: https://www.econbiz.de/10001152172

Investment restrictions and the pricing of Korean convertible Eurobonds

Bailey, Warren - In: Pacific-Basin finance journal 4 (1996) 1, pp. 93-111

Persistent link: https://www.econbiz.de/10001204430

Exchange rate fluctuations, political risk, and stock returns : some evidence from an emerging market

Bailey, Warren - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 541-561

Persistent link: https://www.econbiz.de/10001218098

Default premiums in commodity markets : theory and evidence

Bailey, Warren - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 1071-1093

Persistent link: https://www.econbiz.de/10001110296

What makes the VIX Tick?

Bailey, Warren; Lin Zheng; Zhou, Yinggang - 2012

Persistent link: https://www.econbiz.de/10009626928

What Makes the VIX Tick?

Bailey, Warren - 2014

We study minute-by-minute behavior of the VIX index and trading activity in the underlying S&P 500 options to understand the impact of macro and microeconomic forces on risk neutral volatility. VIX often increases with macroeconomic news, reflects the credibility of Fed monetary stimulus, and...

Persistent link: https://www.econbiz.de/10013065496

What Makes the VIX Tick?

Bailey, Warren; Zheng, Lin; Zhou, Yinggang - 2022

Persistent link: https://www.econbiz.de/10013292369