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Investor attention and global stock market volatility : evidence from COVID-19
Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna - In: Journal of emerging market finance 22 (2023) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10014230242
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Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao; Luo, Qin; Li, Yan; Luu Duc Toan Huynh - In: Journal of international financial markets, … 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
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Modeling and predicting the market volatility index : the case of VKOSPI
Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015
the VKOSPI. In addition, we find that the stock market return and implied volatility index of the US market (i.e., the S …) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 … options and (b) macroeconomic and financial variables that can predict the implied volatility process of the index, using …
Persistent link: https://www.econbiz.de/10010478493
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Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés; Rodríguez-Raga, Santiago; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Li, Leon - In: Energy economics 105 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013201954
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VIX versus VXX : a joint analytical framework
Grasselli, Martino; Wagalath, Lakshithe - In: International journal of theoretical and applied finance 23 (2020) 5, pp. 1-39
Persistent link: https://www.econbiz.de/10012496543
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Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
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Information linkages among BRICS countries : empirical evidence from implied volatility indices
Sharma, Gagan Deep; Kayal, Parthajit; Pandey, Piyush - In: Journal of emerging market finance 18 (2019) 3, pp. 263-289
Persistent link: https://www.econbiz.de/10012163050
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Decomposing the VIX index into greed and fear
Serur, Juan Andrés; Dapena, José P.; Siri, Julián R. - 2021
Persistent link: https://www.econbiz.de/10012491391
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The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna; Hamdi, Besma; Tiwari, Aviral Kumar; … - In: International journal of law and management 65 (2023) 6, pp. 485-510
Persistent link: https://www.econbiz.de/10014432902