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Volatility and stock price indexes
Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
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The effects of gold prices, the Hang Seng Index, and the Dow Jones Index on the Composite Stock Price Index (CSPI) in Indonesia
Murti, Wahyu - In: International journal of economic perspectives : IJEP 11 (2017) 2, pp. 258-266
Persistent link: https://www.econbiz.de/10012199389
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Volatility transmission between Dow Jones Stock Index and emerging bond index
Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 2, pp. 194-207
Persistent link: https://www.econbiz.de/10011633515
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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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Energy prices and their impact on US stock indices : a wavelet- based quantile-on-quantile regression approach
Ahmad Monir Abdullah; Aini Aman - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 216-234
Persistent link: https://www.econbiz.de/10014533190
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Information content of changes in index composition
Yun, Jooyoung; Kim, Tong Suk - In: Asia-Pacific journal of financial studies 40 (2011) 2, pp. 317-346
Persistent link: https://www.econbiz.de/10009231406
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Pricing market index target-term securities
Chen, K. C.; Taylor, James C.; Wu, Lifan - In: Journal of financial management and analysis : … 14 (2001) 1, pp. 11-18
Persistent link: https://www.econbiz.de/10001664124
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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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Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
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High-Frequency Causality in the VIX Index and Its Derivatives : Empirical Evidence
Farokhnia, Kia; Osterrieder, Joerg - 2023
In February 2018, the VIX index has seen its largest ever increase and has lead to significant losses for some major … linear causality in the VIX index and its derivatives during January and February 2018. Due to the shortcomings of … statistical inferences for stochastic volatility models, the dynamics of the volatility expectation index VIX remain controversial …
Persistent link: https://www.econbiz.de/10014361986