Showing 1 - 10 of 29
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
This study examines the managers' motives for cashing their ESOs when they are able to sell them. Investigating the managers' selling behavior instead of their exercising behavior is advantageous, since when selling their ESOs, managers do not sacrifice the time value component of the ESO as in...
Persistent link: https://www.econbiz.de/10012738565
This study examines how the U.S. macroeconomic news releases affect uncertainty in domestic and foreign stock exchanges. For that purpose, the behavior of the implied volatilities from the U.S. and Finnish markets is investigated around the employment, producer price index (PPI) and consumer...
Persistent link: https://www.econbiz.de/10013004306
This study examines international equity market integration regarding uncertainty. For that purpose implied volatilities calculated from the market prices of stock index options from the U.S., U.K., German and Finnish markets are analyzed. The results suggest a high degree of integration among...
Persistent link: https://www.econbiz.de/10012741401
This study examines whether the United States (US) macroeconomic news announcements affect volatilities of emerging stock markets in the Asia-Pacific region. For this purpose, the behavior of GARCH volatilities of nine major emerging markets (China, India, Indonesia, Malaysia, Pakistan,...
Persistent link: https://www.econbiz.de/10014235474
Persistent link: https://www.econbiz.de/10000851440
"How is society being shaped by the diffusion and increasing centrality of the Internet in everyday life and work? By bringing together leading research that addresses some of the most significant cultural, economic, and political roles of the Internet, this volume introduces students to a core...
Persistent link: https://www.econbiz.de/10010385885
Introduction / Mark Graham and Fabian Ferrari -- Moving beyond Shanzhai? Contradictions of platformized family production in the planetary network of e-commerce labor / Lin Zhang -- How do workers survive and thrive in the platform economy? Evidence from China and Philippines / Julie Chen and...
Persistent link: https://www.econbiz.de/10012705504