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~isPartOf:"Energy Economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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9
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Energy Economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
2
Variation in option
implied
volatility
spread and future stock returns
DeLisle, R. Jared
;
Diavatopoulos, Dean
;
Fodor, Andy
; …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 152-160
Persistent link: https://www.econbiz.de/10013258547
Saved in:
3
Uncertainty matters in US financial information spillovers : evidence from a directed acyclic graph approach
Su, Zhi
;
Liu, Peng
;
Fang, Tong
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 229-242
Persistent link: https://www.econbiz.de/10013334871
Saved in:
4
Implied
volatility
indices : a review
Fassas, Athanasios P.
;
Siriopoulos, Costas
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 303-329
Persistent link: https://www.econbiz.de/10012655056
Saved in:
5
Implied
volatility
of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Saved in:
6
Does happiness forecast
implied
volatility
? : evidence from nonparametric wave-based Granger causality testing
Li, Yue
;
Goodell, John W.
;
Shen, Dehua
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
Saved in:
7
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
8
How informative are variance risk premium and
implied
volatility
for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
9
Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? : a quantile regression approach
Naifar, Nader
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 29-39
Persistent link: https://www.econbiz.de/10011627504
Saved in:
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