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Volatility indices and implied uncertainty measures of European government bond futures

Baran, Jaroslav; Voříšek, Jan - 2020

Persistent link: https://www.econbiz.de/10013384851

Volatility information and derivatives trading : directional or volatility trades?

Wang, Yaw-Huei; Yen, Kuang-Chieh - In: Journal of financial studies : JFS : the official … 30 (2022) 4, pp. 35-64

Persistent link: https://www.econbiz.de/10013533141

BeVIXed: trading fear in the volatility complex

Varadarajan, Chakravarthy; Schenk-Hoppé, Klaus Reiner - In: Risks : open access journal 11 (2023) 5, pp. 1-18

hedging in markets for futures and higher-order derivatives. We supplement the vast statistical analysis of volatility …We explain the evolution of the volatility market and present the infamous day of 'Volmageddon' as an insightful case … study. Our survey focuses on the pricing and trading of volatility linked assets, highlighting the impact of mechanical …

Persistent link: https://www.econbiz.de/10014332075

Uncertainty about interest rates and the real economy

Qadan, Mahmoud; Shuval, Kerem; David, Or - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014485443

Dynamics of information leadership in the volatility complex with trading time changes : evidence from VIX futures and VIX ETPs

Hurwitz, Catalina I.; Mishra, Suchismita; Daigler, Robert T. - In: Algorithmic finance 9 (2022) 3/4, pp. 63-79

Persistent link: https://www.econbiz.de/10013459963

The impact of COVID-19 on the G7 stock markets : a time-frequency analysis

Ur Rehman, Mobeen; Kang, Sang Hoon; Ahmad, Nasir; Xuan … - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013187657

Ultra-high-frequency lead-lag relationship and information arrival

Thong Minh Dao; McGroarty, Frank; Urquhart, Andrew - In: Quantitative finance 18 (2018) 5, pp. 725-735

Persistent link: https://www.econbiz.de/10011906948

Volatility spillover effect in commodity derivatives market : empirical evidence through generalized impulse response function

Rout, Bhabani Sankar; Das, Nupur Moni; Rao, Kode … - In: Vision : the journal of business perspective 23 (2019) 4, pp. 374-396

Persistent link: https://www.econbiz.de/10012161730

The lead-lag relationship between volatility index futures and spot in the Korean Stock Market

Qin, Rong-Yuan; Heo, Ji-Hun - In: Journal of international trade & commerce 13 (2017) 4, pp. 139-159

Persistent link: https://www.econbiz.de/10011799640

Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten

Neuhaus, Holger - 1995

Persistent link: https://www.econbiz.de/10000550284