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An empirical examination of volatility spillover between the Indian and US swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar; Russel, Philip; … - In: International journal of emerging markets 7 (2012) 3, pp. 289-304
Persistent link: https://www.econbiz.de/10009619895
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The effects of volatility spillover in the US basis swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar - In: International journal of financial services management … 5 (2011/11) 3, pp. 216-238
Persistent link: https://www.econbiz.de/10009707033
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - 2005
Persistent link: https://www.econbiz.de/10003234544
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Explaining credit default swap spreads with equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - 2005
Persistent link: https://www.econbiz.de/10003113897
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Veröffentlichung gesamtwirtschaftlicher Indikatoren und implizite Volatilität an den Swaption-Märkten
Fornari, Fabio - In: BIZ-Quartalsbericht (2004), pp. 87-96
Persistent link: https://www.econbiz.de/10002437576
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Stochastic volatilities and correlations of bond yields
Han, Bing (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001905452
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Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics letters 28 (2021) 15, pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
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Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar; Tsetsekos, … - In: International journal of bonds and derivatives 2 (2016) 1, pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
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Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007
Persistent link: https://www.econbiz.de/10003612625