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US implied volatility as a predictor of international returns
Dicle, Mehmet F. - In: Quantitative finance and economics 1 (2017) 4, pp. 388-402
Persistent link: https://www.econbiz.de/10012137841
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The information content of option-implied information for volatility forecasting with investor sentiment
Seo, Sung Won; Kim, Jun Sik - In: Journal of banking & finance 50 (2015), pp. 106-120
Persistent link: https://www.econbiz.de/10010509134
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News implied volatility and disaster concerns
Manela, Asaf; Moreira, Alan - In: Journal of financial economics 123 (2017) 1, pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo; McLachlan, Scott; Sammon, Marco - 2014
Persistent link: https://www.econbiz.de/10010362853
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo; McLachlan, Scott; Sammon, Marco - In: The North American journal of economics and finance : a … 31 (2015), pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
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Does the listing of optionsimprove forecasting power? : evidence from the Shanghai Stock Exchange
Guo, Biao; Wang, Zhen; Fan, Shuyu - In: Emerging markets, finance and trade : EMFT 58 (2022) 15, pp. 4300-4308
Persistent link: https://www.econbiz.de/10013463027
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Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana; Ornelas, José Renato Haas - In: Journal of international financial markets, … 79 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013358775
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On the relationship between implied volatility index and realized return volatility
Shaikh, Imlak - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 1, pp. 225-235
Persistent link: https://www.econbiz.de/10011420602
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Measuring the systemic risk transfer from the United States to the South African financial sector
Foggitt, Gregory M.; Heymans, André; Van Vuuren, Gary - In: Applied economics 51 (2019) 27, pp. 2934-2944
Persistent link: https://www.econbiz.de/10012196765
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Asset allocation in markets with contagion : the interplay between volatilities, jump intensities, and correlations
Konermann, Patrick; Meinerding, Christoph; Sedova, Olga - In: Review of financial economics : RFE 22 (2013) 1, pp. 36-46
Persistent link: https://www.econbiz.de/10009717856