Similar Search Results

The effects of Central Bank intervention on the volatility of exchange rates : evidence from the options market

Ko, Jong-moon - In: The Korean economic review 11 (1996) 2, pp. 141-155

Persistent link: https://www.econbiz.de/10001250687

Implied volatility functions : a reprise

Rosenberg, Joshua V. - 1999

Persistent link: https://www.econbiz.de/10001447936

Using implied volatility on options to measure the relation between asset returns and variability

Davidson, Wallace Norman (contributor) - In: Journal of banking & finance 25 (2001) 7, pp. 1245-1269

Persistent link: https://www.econbiz.de/10001586887

Valuation of perpetual strangles : a quasi-analytical approach

Chuang, Chienmin - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 64-72

Persistent link: https://www.econbiz.de/10010191934

Implied stochastic volatility models

Aït-Sahalia, Yacine; Li, Chenxu; Li, Chen Xu - In: The review of financial studies 34 (2021) 1, pp. 394-450

Persistent link: https://www.econbiz.de/10012405816

Excess volatility : beyond discount rates

Giglio, Stefano; Kelly, Bryan T. - In: The quarterly journal of economics 133 (2018) 1, pp. 71-127

Persistent link: https://www.econbiz.de/10012036812

Hedging macroeconomic and financial uncertainty and volatility

Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2019

Persistent link: https://www.econbiz.de/10012124936

Testing the information-based trading hypothesis in the option market : evidence from share repurchases

Badshah, Ihsan Ullah; Koerniadi, Hardjo; Kolari, James W. - In: Journal of risk and financial management : JRFM 12 (2019) 4/179, pp. 1-11

research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not … implied volatility spread and subsequent stock return volatility around open-market share repurchase events. We concluded that … option traders have private information on the volatility of stock returns and superior information processing ability that …

Persistent link: https://www.econbiz.de/10012171287

Hedging macroeconomic and financial uncertainty and volatility

Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2020

Persistent link: https://www.econbiz.de/10012300973

A strategic approach to financial options

Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2006

To explain the strategic dimension in pricing options, it will be helpful to go back to the heart of the idea behind the concept of an option: options open up the possibility to postpone current decisions to a future point of time. Because of this flexibility additional information and new...

Persistent link: https://www.econbiz.de/10003315148