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Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices

Konstantinidi, Eirini; Skiadopoulos, George; … - In: Journal of banking & finance 32 (2008) 11, pp. 2401-2411

Persistent link: https://www.econbiz.de/10003787217

Derivatives and VAT

Kasteren, Edwin van; Heydari, Shima - In: Derivatives & financial instruments 11 (2009) 3, pp. 82-87

Persistent link: https://www.econbiz.de/10003866321

Credit derivatives versus loan sales : evidence from the European banking market

Bedendo, Mascia; Bruno, Brunella - In: Financial innovation in retail and corporate banking, (pp. 224-249). 2009

Persistent link: https://www.econbiz.de/10003848086

Effizientes Engpassmanagement zur Schaffung eines europäischen Strombinnenmarktes : die Rolle von finanziellen Übertragungsrechten

Waver, Tim - In: Zeitschrift für Energiewirtschaft : ZfE 33 (2009) 2, pp. 91-97

Persistent link: https://www.econbiz.de/10003854113

Structured products : the new public enemy?

Flas, Alain; Kumps, Charles - In: Revue bancaire et financière 73 (2009) 6/7, pp. 413-418

Persistent link: https://www.econbiz.de/10003898115

Price discovery, causality and volatility spillovers in European Union allowances phase II : a high frequency analysis

Rittler, Daniel - 2009

This paper deals with the modeling of the relationship of European Union Allowance spot- and futures-prices within the second commitment period of the European Union Emission Trading Scheme. Based on high frequency data, we analyze causality in the first and the second conditional moments. To...

Persistent link: https://www.econbiz.de/10003902551