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Bucio-Pacheco, Christian; López Herrera, Francisco; … - In: International journal of bonds and derivatives 4 (2018) 1, pp. 74-87

Persistent link: https://www.econbiz.de/10012253407

The information content of option-based forecasts of volatility : evidence from the Italian stock market

Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546

Persistent link: https://www.econbiz.de/10010198265

The relationship between the 52-week high of an individual stock and stock market index level : evidence from Taiwan

Chang, Chiao-yi - In: Journal of international financial markets, … 21 (2011) 1, pp. 14-27

Persistent link: https://www.econbiz.de/10009259725

Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model

Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733

Persistent link: https://www.econbiz.de/10009673617

Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach

Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249

Persistent link: https://www.econbiz.de/10012208480

Regime-dependent relationships between the implied volatility index and stock market index

Lee, Jaeram; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 50 (2014) 5, pp. 5-17

Persistent link: https://www.econbiz.de/10010485198

Implied correlation indices and volatility forecasting

Fink, Holger Maria; Geppert, Sabrina - In: Applied economics letters 24 (2017) 7/9, pp. 584-588

Persistent link: https://www.econbiz.de/10011713025

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

Persistent link: https://www.econbiz.de/10012587922

The lead-lag relationship between futures and options market : a study on the financial services sector of NSE Nifty

Jain, Vaishali; Jain, Dhiraj - In: International journal of public sector performance … 5 (2019) 3/4, pp. 461-480

Persistent link: https://www.econbiz.de/10012138782

Threshold non-linear dynamics between Hang Seng stock index and futures returns

Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486

Persistent link: https://www.econbiz.de/10009509864

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