Narrow search
Showing 1 - 10 of 386
Cover Image
Volatility spillover across spot and futures markets : evidence from dual financial system
Elsayed, Ahmed; Asutay, Mehmet; Alaoui, Abdelkader O. el; … - In: Research in international business and finance 71 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015062170
Cover Image
Tail risk and the return-volatility relation
Aboura, Sofiane; Chevallier, Julien - In: Research in international business and finance 46 (2018), pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Cover Image
Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks
Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
Cover Image
Implied volatility surface construction for commodity futures options traded in China
Xu, Wei; Šević, Aleksandar; Šević, Željko - In: Research in international business and finance 61 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
Cover Image
Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets
Kitamura, Yoshihiro - In: Research in international business and finance 24 (2010) 2, pp. 157-171
Persistent link: https://www.econbiz.de/10003965060
Cover Image
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi; Bouri, Elie; Gemici, Eray - In: Research in international business and finance 66 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Cover Image
Stock market integration and volatility spillover : India and its major Asian counterparts
Mukherjee, Kedar nath; Mishra, Ram Kumar - In: Research in international business and finance 24 (2010) 2, pp. 235-251
Persistent link: https://www.econbiz.de/10003965089
Cover Image
The inflation-output nexus : empirical evidence from India, South Africa, and Brazil
Narayan, Seema; Narayan, Paresh Kumar - In: Research in international business and finance 28 (2013), pp. 19-34
Persistent link: https://www.econbiz.de/10009725167
Cover Image
Commodity financialization and sector ETFs : Evidence from crude oil futures
Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Research in international business and finance 51 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012208332
Cover Image
The role of gold futures in mitigating the impact of economic uncertainty on spot prices : evidence from China
Xie, Xiaoyu; Zhu, Heliang - In: Research in international business and finance 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013269382