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Essays on macroeconomic news announcements and option-implied information
Äijö, Janne
-
2007
Persistent link: https://www.econbiz.de/10003612592
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12
Impact of US an UK macroeconomics news announcements on the return distribution implied by FTSE-100 index options
Äijö, Janne
- In:
Essays on macroeconomic news announcements and …
.
2007
Persistent link: https://www.econbiz.de/10003612609
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13
Option-implied stock market expectations across the week : new evidence from the FTSE-100 index options
Äijö, Janne
- In:
Essays on macroeconomic news announcements and …
.
2007
Persistent link: https://www.econbiz.de/10003612621
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14
Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options
Äijö, Janne
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 242-258
Persistent link: https://www.econbiz.de/10003764994
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15
Essays on option-implied information
Vähämaa, Sami
-
2004
Persistent link: https://www.econbiz.de/10002250823
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16
Option-implied asymmetrics in bond market expectations around monetary policy actions
Vähämaa, Sami
- In:
Journal of economics & business
57
(
2005
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10002540834
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17
Delta hedging with the smile
Vähämaa, Sami
- In:
Essays on option-implied information
,
(pp. 47-72)
.
2004
Persistent link: https://www.econbiz.de/10002466449
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18
Skewness and kurtosis adjusted Black-Scholes model: a note on hedging performance
Vähämaa, Sami
- In:
Essays on option-implied information
,
(pp. 73-86)
.
2004
Persistent link: https://www.econbiz.de/10002466495
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19
Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Vähämaa, Sami
- In:
Essays on option-implied information
,
(pp. 87-112)
.
2004
Persistent link: https://www.econbiz.de/10002466519
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20
A note on the impact of scheduled macroeconomic news announcements on implied volatility
Vähämaa, Sami
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1783-1789
Persistent link: https://www.econbiz.de/10003932429
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