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  • Search: subject:"Index Options"
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Year of publication
Subject
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index options 26 Index-Futures 23 Index futures 21 Option pricing theory 16 Optionsgeschäft 16 Optionspreistheorie 16 Option trading 15 Volatilität 14 Volatility 13 Derivat 8 Derivative 8 Index Options 7 capital markets 7 hedging 7 implied volatility 7 stock index options 7 stock market 7 Black-Scholes-Modell 6 bond 6 financial market 6 financial markets 6 stock exchange 6 Aktienindex 5 Black-Scholes model 5 Index options 5 Stock index 5 bond market 5 equity index options 5 equity markets 5 financial institutions 5 financial sector 5 financial system 5 securities markets 5 stock index 5 stock index futures 5 Börsenkurs 4 Clustering 4 Finanzmarkt 4 Forecasting model 4 Incidental Truncation 4
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Online availability
All
Free 64 CC license 4
Type of publication
All
Book / Working Paper 45 Article 17 Other 2
Type of publication (narrower categories)
All
Working Paper 18 Arbeitspapier 11 Graue Literatur 11 Non-commercial literature 11 Article in journal 10 Aufsatz in Zeitschrift 10 Article 2
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Language
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English 46 Undetermined 18
Author
All
Koch, Alexander K. 4 Constantinides, George M. 3 Dhaene, Jan 3 Jackwerth, Jens Carsten 3 Lazarov, Zdravetz 3 Linders, Daniël 3 Perrakis, Stylianos 3 Schoutens, Wim 3 Sentana, Enrique 3 Ślepaczuk, Robert 3 Bernales, Alejandro 2 Dapena, José P. 2 Fergusson, Kevin 2 Guidolin, Massimo 2 Jobst, Andreas 2 Lechman, Ewa 2 León, Ángel 2 Marszk, Adam 2 Mencía, Javier 2 Pai, Rajesh 2 Platen, Eckhard 2 Ryu, Doojin 2 Serur, Juan A. 2 Singh, Kulbir 2 Siri, Julián R. 2 Wallmeier, Martin 2 Abbasi, Wajih 1 Abedin, Mohammad Zoynul 1 Ackert, Lucy F. 1 Ali, Khursheed 1 Amonov, Kholnazar 1 Barone, Gaia 1 Becker, Törbjörn I. 1 Boss, Michael 1 Brunetti M. 1 Carvajal, Ana 1 Chisti, Khalid Ashraf 1 Cho, Hoon 1 Christoffersen, Peter 1 Chung, Kyuil 1
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Institution
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International Monetary Fund (IMF) 11 International Monetary Fund 2 Banco de España 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Department of Economics, Royal Holloway University of London 1 Department of Economics, University of California-San Diego (UCSD) 1 Ekonomi Bölümü, İktisadi ve İdari Bilimler Fakültesi 1 Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät, Université de Fribourg - Universität Freiburg 1 Finance Discipline Group, Business School 1 HAL 1 Henley Business School, University of Reading 1 IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 1 Indira Gandhi Institute of Development Research (IGIDR) 1 School of Economics and Management, University of Aarhus 1 Society for Computational Economics - SCE 1 Tinbergen Instituut 1 University of Bonn, Germany 1
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Published in...
All
IMF Working Papers 8 Working papers 3 Bonn Econ Discussion Papers 2 Borsa Istanbul Review 2 CoFE Discussion Paper 2 IMF Staff Country Reports 2 International journal of economics and financial issues : IJEFI 2 Banco de España Working Papers 1 Bonn Econ Discussion Papers / BGSE 1 CREATES Research Papers 1 Cogent Business & Management 1 Cogent business & management 1 Computing in Economics and Finance 2005 1 Discussion Paper 1 Discussion paper / Tinbergen Institute 1 FSES Working Papers 1 ICMA Centre Discussion Papers in Finance 1 IMF Occasional Papers 1 Indira Gandhi Institute of Development Research, Mumbai Working Papers 1 International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association 1 Journal of forecasting 1 Michael J. Brennan Irish finance working paper series research paper 1 Multinational Finance Journal 1 Post-Print / HAL 1 Reihe Ökonomie / Economics Series 1 Research Paper Series / Finance Discipline Group, Business School 1 Research in international business and finance 1 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 1 Research paper series / Swiss Finance Institute 1 Risks 1 Risks : open access journal 1 Rivista di Politica Economica 1 Royal Holloway, University of London: Discussion Papers in Economics 1 Serie Documentos de Trabajo 1 Serie documentos de trabajo 1 Swedish House of Finance research paper 1 The Journal of Accounting and Management 1 The journal of futures markets 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
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Source
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RePEc 29 ECONIS (ZBW) 22 EconStor 9 BASE 4
Showing 1 - 10 of 64
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Global risk aversion : driving force of future real economic activity
Kim, Marco Jinhwan; Cho, Hoon; Ryu, Doojin - In: Journal of forecasting 44 (2025) 2, pp. 706-729
Persistent link: https://www.econbiz.de/10015374079
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Option-implied physical distributions
McGee, Richard; Post, Thierry; Potì, Valerio - 2024
Persistent link: https://www.econbiz.de/10015197980
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Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin - In: The journal of futures markets 44 (2024) 5, pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
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Construction and hedging of equity index options portfolios
Wysocki, Maciej; Ślepaczuk, Robert - 2024
Persistent link: https://www.econbiz.de/10014634884
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Pricing of risk in credit and equity index options : a role for option order flow?
Collin-Dufresne, Pierre; Trolle, Anders B. - 2024 - This version: November 19, 2024
Persistent link: https://www.econbiz.de/10015115170
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Does market efficiency matter for Shanghai 50 ETF index options?
Hoque, Ariful; Le, Thi; Hasan, Morshadul; Abedin, … - In: Research in international business and finance 67 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014451551
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The systemic risk approach based on implied and realized volatility
Sakowski, Paweł; Sieradzki, Rafał; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014305898
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An analytical study of equity derivatives traded on the NSE of India
Dungore, Parizad Phiroze; Singh, Kulbir; Pai, Rajesh - In: Cogent Business & Management 9 (2022) 1, pp. 1-13
To analyze day trading dynamics for Nifty Index futures and options contracts, a detailed study is steered to understand the quantum of volume traded and how volume traded affects the underlying volatility. Day trades are about 30% and 46% of the total trades for futures and options contracts,...
Persistent link: https://www.econbiz.de/10014505455
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Cover Image
An analytical study of equity derivatives traded on the NSE of India
Dungore, Parizad; Singh, Kulbir; Pai, Rajesh - In: Cogent business & management 9 (2022) 1, pp. 1-13
To analyze day trading dynamics for Nifty Index futures and options contracts, a detailed study is steered to understand the quantum of volume traded and how volume traded affects the underlying volatility. Day trades are about 30% and 46% of the total trades for futures and options contracts,...
Persistent link: https://www.econbiz.de/10014433709
Saved in:
Cover Image
Volatility and the pricing kernel
Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
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