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Are Credit Indices and VIX Futures Useful Forward Looking Indicators?
Sultan, Asad - 2015
VIX futures and CDX indices are investigated for their value as forward looking indicators. The method used is …
Persistent link: https://www.econbiz.de/10013012328
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VIX Futures As a Market Timing Indicator
Fassas, Athanasios - 2020
shape of the volatility futures term structure has signaling effects regarding future equity prices movements, as several … relationship of VIX futures term structure and future S&P500 returns. The objective of this empirical analysis is to verify if the … investors believe. Our findings generally support the hypothesis that the term structure of VIX futures can be employed as a …
Persistent link: https://www.econbiz.de/10012852170
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Forecasting and trading on the VIX futures market : a neural network approach based on open to close returns and coincident indicators
Ballestra, Luca Vincenzo; Guizzardi, Andrea; Palladini, … - In: International journal of forecasting 35 (2019) 4, pp. 1250-1262
Persistent link: https://www.econbiz.de/10012305272
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Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng; Shi, Yanlong; Ying, Tingting - In: The journal of futures markets 44 (2024) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
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Produits dérivés et volatilité de l'activité économique
Albulescu, Claudiu Tiberiu; Goyeau, Daniel - In: Globalisation, gouvernances et innovation, (pp. 1489-1511). 2008
Persistent link: https://www.econbiz.de/10003776552
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Analyzing the impact of futures trading on spot price volatility : evidence from the spot electricity market in France and Germany
Kalantzis, Fotis G.; Milonas, Nikolaos T. - In: Energy economics 36 (2013), pp. 454-463
Persistent link: https://www.econbiz.de/10009724667
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The effects of derivatives on the stock market volatility : the case of the French stock exchange
Ayadi, Shiraz - In: The international journal of finance 24 (2012) 4, pp. 7501-7526
Persistent link: https://www.econbiz.de/10010196632
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A quasi process free valuation model of floating rate instruments : theory, and evidence from the French market
Jacquillat, Bertrand; Laguiche, Sylvie de - In: Journal of international financial markets, … 5 (1995) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10001499765
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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10000550284
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The information content of derivatives for monetary policy : implied volatilities and probabilities
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10009699999