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Volatility
19
Volatilität
19
Implied volatility
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Börsenkurs
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7
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Bouri, Elie
4
Roubaud, David
2
Schadner, Wolfgang
2
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2
Aboura, Sofiane
1
Albers, Stefan
1
Assaf, Ata
1
Byström, Hans N. E.
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1
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1
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Finance research letters
Journal of banking & finance
27
International review of financial analysis
25
Quantitative finance
24
International Journal of Theoretical and Applied Finance (IJTAF)
23
CREATES Research Papers
19
Energy economics
19
International journal of theoretical and applied finance
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MPRA Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of Banking & Finance
12
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SFB 649 Discussion Papers
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Review of Derivatives Research
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The journal of futures markets
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International review of economics & finance : IREF
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Economic modelling
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Economics Papers from University Paris Dauphine
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International journal of financial engineering
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied mathematical finance
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CEPR Discussion Papers
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Finance and Stochastics
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Journal of international financial markets, institutions & money
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Review of Quantitative Finance and Accounting
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Asia-Pacific journal of financial studies
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Journal of Risk and Financial Management
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Physica A: Statistical Mechanics and its Applications
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The European journal of finance
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Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
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ECONIS (ZBW)
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1
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
2
Whose sentiment explains
implied
volatility
change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
3
Monetary policy and uncertainty resolution in commodity markets
Gu, Chen
;
Kurov, Alexander
;
Stan, Raluca
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473287
Saved in:
4
The fear of fear in the US stock market : changing characteristics of the VVIX
Albers, Stefan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473327
Saved in:
5
Dynamic co-movement in major commodity markets during crisis periods : a wavelet local multiple correlation analysis
Bouri, Elie
;
Nekhili, Ramzi
;
Todorova, Neda
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473528
Saved in:
6
An empirical study on the characterization of
implied
volatility
and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
7
Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of
implied
volatility
and attention
Lyócsa, Štefan
;
Plíhal, Tomáš
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013464299
Saved in:
8
A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun
;
Bouri, Elie
;
Ferreira, Paulo
;
Shahzad, …
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013459296
Saved in:
9
The impact of the infectious diseases and commodity on stock markets
Chen, Lin
;
Min, Feng
;
Liu, Wenhua
;
Wen, Fenghua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553551
Saved in:
10
COVID-19 vaccine and post-pandemic recovery : evidence from Bitcoin cross-asset
implied
volatility
spillover
Di, Michael
;
Xu, Ke
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245299
Saved in:
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