The asymmetric relationship between returns and implied volatility : evidence from global stock markets
Stelios Bekiros, Mouna Jlassi, Kamel Naoui, Gazi Salah Uddin
| Year of publication: |
June 2017
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|---|---|
| Authors: | Bekiros, Stelios ; Jlassi, Mouna ; Naoui, Kamel ; Uddin, Mohammed Gazi Salah |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 30.2017, p. 156-174
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| Subject: | Implied volatility | Quantile regression | Behavioral bias | Predictability | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2017.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825602