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Search: subject:"Implied volatility"
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Volatility
653
Volatilität
653
Option pricing theory
339
Optionspreistheorie
339
Implied volatility
243
Option trading
227
Optionsgeschäft
227
Forecasting model
166
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166
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157
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implied volatility
157
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154
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154
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145
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145
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100
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Ryu, Doojin
15
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13
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10
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7
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7
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7
Zhang, Jin E.
7
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6
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6
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6
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6
Roubaud, David
6
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6
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5
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5
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5
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5
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4
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4
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4
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19
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19
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15
The North American journal of economics and finance : a journal of financial economics studies
14
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12
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11
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10
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10
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9
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9
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8
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7
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6
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5
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5
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5
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
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4
Global business review
4
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ECONIS (ZBW)
RePEc
415
EconStor
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81
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:
82
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:
83
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:
84
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:
85
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
86
Volatility impacts on global banks : insights from the GFC, COVID-19, and the Russia-Ukraine war
Batten, Jonathan A.
;
Boubaker, Sabri
;
Kinateder, Harald
; …
- In:
Journal of economic behavior & organization : JEBO
215
(
2023
),
pp. 325-350
Persistent link: https://www.econbiz.de/10014478516
Saved in:
87
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
88
Simulation of arbitrage-free
implied
volatility
surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
89
Does supporting Ukraine pay well? : the performance of companies that suspended their business in Russia
Ayoub, Mahmoud
;
Qadan, Mahmoud
- In:
Research in international business and finance
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463114
Saved in:
90
A macrofinance model for option prices : a story of rare economic events
Hasler, Michael
;
Jeanneret, Alexandre
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5543-5559
Persistent link: https://www.econbiz.de/10014392944
Saved in:
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