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Persistent link: https://www.econbiz.de/10014637384

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Bajra, Ujkan Q.; Aliu, Florin - In: Finance research letters 58 (2023) 3, pp. 1-7

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Option valuation with conditional heteroskedastic hidden truncation models

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Using interpolated implied volatility for analysing exogenous market changes

Maciak, Matúš; Vitali, Sebastiano - In: Computational management science 21 (2024) 1, pp. 1-21

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Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives

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Explaining the great moderation exchange rate volatility puzzle

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Chaostheoretische Analyse kurzfristiger Devisenkursfluktuationen : eine empirische Analyse

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Foreign exchange futures trading and spot market volatility in Thailand

Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 7, pp. 1-20

This paper investigates how the introduction of foreign exchange futures has an impact on spot volatility and considers … the contemporaneous and dynamic relationship between spot volatility and foreign exchange futures trading activity … decreases spot volatility. It also increases the rate at which new information is impounded into spot prices but decreases the …

Persistent link: https://www.econbiz.de/10014637194

Does climate risk matter for gold price volatility?

Zhu, Jiaji; Han, Wei; Zhang, Junchao - In: Finance research letters 58 (2023) 3, pp. 1-8

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Forecasting sector-level stock market volatility : the role of world uncertainty index

Yu, Miao - In: Finance research letters 58 (2023) 3, pp. 1-5

Persistent link: https://www.econbiz.de/10014637114