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~subject:"Implied volatility"
~subject:"Efficient market hypothesis"
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García-Machado, Juan J.
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ECONIS (ZBW)
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1
Put-call parity in Indian stock markets post turmoil settlement
Gupta, Pankaj Kumar
- In:
Trends economics and management
12
(
2018
)
32
,
pp. 49-61
the National Stock Exchange of India (NSE) on various parameters including
Moneyness
, arbitrage differential, and time to …
Persistent link: https://www.econbiz.de/10012022238
Saved in:
2
The 2019 government shutdown increased uncertainty in major agricultural commodity markets
Goyal, Raghav
;
Adjemian, Michael K.
- In:
Food policy : economics planning and politics of food …
102
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012817189
Saved in:
3
THREE-POINT VOLATILITY SMILE CLASSIFICATION: EVIDENCE FROM THE WARSOW STOCK EXCHANGE DURING VOLATILE SUMMER 2011 / CLASIFICACIÓN DE LAS SONRISAS DE VOLATILIDAD SEGÚN TRES PUNTOS DE...
García-Machado, Juan J.
;
Rybczynski, Jaroslaw
- In:
Investigaciones Europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
volatilities for
moneyness
points needed were calculated, then we construct 355 smile curves for calls and puts options to study …
Persistent link: https://www.econbiz.de/10011262769
Saved in:
4
Three-point volatility smile classification: Evidence from the Warsow Stock Exchange during volatile summer 2011
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
Investigaciones Europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
volatilities for
moneyness
points needed were calculated, then we construct 355 smile curves for calls and puts options to study …
Persistent link: https://www.econbiz.de/10011984997
Saved in:
5
Three-point volatility smile classification : evidence from the Warsow Stock Exchange during volatile summer 2011
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
Investigaciones europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
volatilities for
moneyness
points needed were calculated, then we construct 355 smile curves for calls and puts options to study …
Persistent link: https://www.econbiz.de/10011958447
Saved in:
6
Behaviour and determinants of implied volatility in Indian market
Narain
;
Nigam, Narander Kumar
;
Pandey, Piyush
- In:
Journal of advances in management research : JAMR
13
(
2016
)
3
,
pp. 271-291
Persistent link: https://www.econbiz.de/10011634555
Saved in:
7
Three-point volatility smile classification : evidence from the Warsow Stock Exchange during volatile summer 2011
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
Investigaciones europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10011592500
Saved in:
8
Stylized patterns of implied volatility in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
Saved in:
9
Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global review of business and economic research
10
(
2014
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10011343197
Saved in:
10
Modeling
moneyness
volatility in measuring exchange rate volatility
Hoque, Ariful
;
Krishnamurti, Chandrasekhar
- In:
International Journal of Managerial Finance
8
(
2012
),
pp. 365-380
volatility – the “
moneyness
volatility (MV)”. This approach is based on measuring the variability of forward-looking “
moneyness
…
Persistent link: https://www.econbiz.de/10010610526
Saved in:
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