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Information content of implied probability distributions : empirical studies of Japanese stock price index options
Shiratsuka, Shigenori - In: Monetary and economic studies 19 (2001) 3, pp. 143-170
Persistent link: https://www.econbiz.de/10001628696
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 649-676
Persistent link: https://www.econbiz.de/10001604126
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Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H. - 2003
Persistent link: https://www.econbiz.de/10001781211
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International stock price spillovers and market liberalization : evidence from Korea, Japan, and the United States
Kim, Sang W.; Rogers, John H. - 1995
Persistent link: https://www.econbiz.de/10000935409
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Nonparametric prediction for the time-dependent volatility of the security price
Kogure, Atsuyuki - In: Financial engineering and the Japanese markets 3 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001204474
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An assessment of alternative models of financial market volatility
Bilson, John F. O. - In: The Handbook of risk, (pp. 57-78). 2003
Persistent link: https://www.econbiz.de/10001739036
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How important are fundamentals? - Evidence from a structural VAR model for the stock markets in the US. Japan and Europe
Binswanger, Mathias - In: Journal of international financial markets, … 14 (2004) 2, pp. 185-201
Persistent link: https://www.econbiz.de/10001889122
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Monetary policy and asset price volatility
Bernanke, Ben; Gertler, Mark - In: New challenges for monetary policy : a symposium …, (pp. 77-128). 1999
Persistent link: https://www.econbiz.de/10001506107
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La diversification internationale des portefeuilles : réexamen de ses fondements et rôle de l'information asymétrique
Vuaillat, Marie-José - 2000
Persistent link: https://www.econbiz.de/10001547031
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Information content of implied probability distributions : empirical studies on Japanese stock price index options
Shiratsuka, Shigenori - 2001
Persistent link: https://www.econbiz.de/10001547687