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Delta hedging with the smile
Vähämaa, Sami - In: Essays on option-implied information, (pp. 47-72). 2004
Persistent link: https://www.econbiz.de/10002466449
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A note on the impact of scheduled macroeconomic news announcements on implied volatility
Vähämaa, Sami - In: Applied economics letters 16 (2009) 16/18, pp. 1783-1789
Persistent link: https://www.econbiz.de/10003932429
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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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Implied volatility linkages among major European currencies
Nikkinen, Jussi; Sahlström, Petri; Vähämaa, Sami - In: Essays on option-implied information, (pp. 113-137). 2004
Persistent link: https://www.econbiz.de/10002466584
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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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Profitability and diversification benefits of momentum strategies on commodity index futures
Aalto, Antti; Nikkinen, Jussi; Peltomäki, Jarkko; … - In: International journal of accounting and finance 3 (2011/12) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10009316759
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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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Implied volatility linkages among major European currencies
Nikkinen, Jussi; Sahlström, Petri; Vähämaa, Sami - In: Journal of international financial markets, … 16 (2006) 2, pp. 87-103
Persistent link: https://www.econbiz.de/10003300788
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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