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Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta; Nikkinen, Jussi; Vähämaa, Sami - 2005
This paper examines the cross-dynamics of volatility term structures implied by foreign exchange options. The data used in the empirical analysis consist of daily observations of implied volatilities for OTC options on the euro, Japanese yen, British pound, Swiss franc, and Canadian dollar,...
Persistent link: https://www.econbiz.de/10011604576
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Production functions and productivity of family firms : evidence from the S&P 500
Martikainen, Minna; Nikkinen, Jussi; Vähämaa, Sami - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 295-307
Persistent link: https://www.econbiz.de/10003852330
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Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta; Nikkinen, Jussi; Vähämaa, Sami - In: Journal of economics & business 61 (2009) 5, pp. 355-375
Persistent link: https://www.econbiz.de/10003882032
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Female executives and earnings management
Peni, Emilia; Vähämaa, Sami - In: Managerial finance 36 (2010) 7, pp. 629-645
Persistent link: https://www.econbiz.de/10003998013
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Turn-of-the-month and intramonth effects in government bond markets : is there a role for macroeconomic news?
Jalonen, Einari; Vähämaa, Sami; Äijö, Janne - In: Research in international business and finance 24 (2010) 1, pp. 75-81
Persistent link: https://www.econbiz.de/10003917567
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The FED's policy decisions and implied volatility
Vähämaa, Sami; Äijö, Janne - In: The journal of futures markets 31 (2011) 10, pp. 995-1009
Persistent link: https://www.econbiz.de/10009355749
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US presidential elections and implied volatility : the role of political uncertainty
Goodwell, John W.; Vähämaa, Sami - In: Journal of banking & finance 37 (2013) 3, pp. 1108-1117
Persistent link: https://www.econbiz.de/10009708701
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Bank corporate governance and real estate lending during the financial crisis
Peni, Emilia; Smith, Stanley D.; Vähämaa, Sami - In: The journal of real estate research 35 (2013) 3, pp. 313-343
Persistent link: https://www.econbiz.de/10010195701
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Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta (contributor);  … - 2005
This paper examines the cross-dynamics of volatility term structures implied by foreign exchange options. The data used in the empirical analysis consist of daily observations of implied volatilities for OTC options on the euro, Japanese yen, British pound, Swiss franc, and Canadian dollar,...
Persistent link: https://www.econbiz.de/10003117231
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What moves option : implied bond market expectations?
Vähämaa, Sami; Watzka, Sebastian; Äijö, Janne - In: The journal of futures markets 25 (2005) 9, pp. 817-843
Persistent link: https://www.econbiz.de/10003105981