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  • Search: subject:"implied volatilities"
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Year of publication
Subject
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Volatility 8 Volatilität 8 Brexit 7 IVI index 7 financial markets 7 uncertainty 7 implied volatilities 6 Risiko 5 Risk 5 British pound's implied volatilities 4 Börsenkurs 4 Financial market 4 Finanzmarkt 4 Großbritannien 4 Share price 4 United Kingdom 4 British pound’s implied volatilities 3 Exchange rate 3 Wechselkurs 3 Options on stocks 2 discrete dividends 2 ARCH model 1 ARCH-Modell 1 Aktienoption 1 Asymmetric Effect 1 BRICS 1 BRICS countries 1 BRICS-Staaten 1 Capital income 1 Currency Returns 1 Derivat 1 Derivative 1 Devisenmarkt 1 Energiemarkt 1 Energy market 1 Estimation 1 Euro 1 Exchange rate policy 1 Foreign exchange market 1 Geldpolitik 1
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Online availability
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Free 15 CC license 3
Type of publication
All
Book / Working Paper 9 Article 6
Type of publication (narrower categories)
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Working Paper 6 Article in journal 5 Aufsatz in Zeitschrift 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1
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Language
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English 14 Undetermined 1
Author
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Caporale, Guglielmo Maria 7 Trani, Tommaso 7 Gil-Alaña, Luis A. 6 Nardon, Martina 2 Pianca, Paolo 2 Qabhobho, Thobekile 2 Adam, Anokye M. 1 Andreou, Panayiotis C. 1 Asafo-Adjei, Emmanuel 1 Charalambous, Chris 1 Clance, Matthew W. 1 Demirer, Rıza 1 Gil-Alana, Luis 1 Gupta, Rangan 1 Kyei, Clement Kewku 1 Martzoukos, Spiros H. 1 Mirkov, Nikola 1 Pozdeev, Igor 1 Söderlind, Paul 1 Wallmeier, Martin 1
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Institution
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Dipartimento di Economia, Università Ca' Foscari Venezia 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Society for Computational Economics - SCE 1
Published in...
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International Journal of Energy Economics and Policy : IJEEP 2 CESifo Working Paper 1 CESifo working papers 1 Computing in Economics and Finance 2006 1 DIW Discussion Papers 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 Economics and Business Letters : EBL 1 Economics and finance working paper series 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 SNB working papers 1 The journal of futures markets 1 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 1 Working Papers / Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1
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Source
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ECONIS (ZBW) 9 EconStor 3 RePEc 3
Showing 1 - 10 of 15
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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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Do local and international shocks matter in the interconnectedness amid exchange rates and energy commodities? : insights into BRICS economies
Qabhobho, Thobekile; Adam, Anokye M.; Asafo-Adjei, Emmanuel - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 666-678
Persistent link: https://www.econbiz.de/10014436083
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Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS
Qabhobho, Thobekile - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
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Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.; Demirer, Rıza; Gupta, Rangan; … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
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Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International Journal of Financial Studies 6 (2018) 1, pp. 1-9
Index (IVI) and of the British pound's implied volatilities (IVs) vis-à-vis the main currencies traded in the FOREX (foreign …
Persistent link: https://www.econbiz.de/10011996086
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Cover Image
Brexit and Uncertainty in Financial Markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
pound’s implied volatilities (IVs) vis-à-vis the main currencies traded in the FOREX, namely the euro, the US dollar and the …
Persistent link: https://www.econbiz.de/10011794213
Saved in:
Cover Image
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alana, Luis; Trani, Tommaso - 2018
pound's implied volatilities (IVs) vis-à-vis the main currencies traded in the FOREX, namely the euro, the US dollar and the …
Persistent link: https://www.econbiz.de/10011794923
Saved in:
Cover Image
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
Persistent link: https://www.econbiz.de/10011995622
Saved in:
Cover Image
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
pound’s implied volatilities (IVs) vis-à-vis the main currencies traded in the FOREX, namely the euro, the US dollar and the …
Persistent link: https://www.econbiz.de/10011789327
Saved in:
Cover Image
Brexit and uncertainty in financial markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - 2018
pound’s implied volatilities (IVs) vis-à-vis the main currencies traded in the FOREX, namely the euro, the US dollar and the …
Persistent link: https://www.econbiz.de/10011793915
Saved in:
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