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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
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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
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Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility
Almeida, Thiago Ramos - In: Research in international business and finance 70 (2024) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
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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 asymmetric response of volatility to market changes and the volatility smile : evidence from Australian options
Tanha, Hassan; Dempsey, Michael - In: Research in international business and finance 34 (2015), pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
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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
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Growing pains : the evolution of new stock index futures in emerging markets
Alan, Nazli Sila; Karagozoglu, Ahmet K.; Korkmaz, Sibel - In: Research in international business and finance 37 (2016), pp. 1-16
Persistent link: https://www.econbiz.de/10011594984
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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
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Order imbalance, market returns and macroeconomic news evidence from the Australian interest rate futures market
Smales, Lee A. - In: Research in international business and finance 26 (2012) 3, pp. 410-427
Persistent link: https://www.econbiz.de/10009615910
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A generalization of reset options pricing formulae with stochastic interest rates
Li, Shu Jin; Li, Sheng Hong; Sun, Chao - In: Research in international business and finance 21 (2007) 2, pp. 119-133
Persistent link: https://www.econbiz.de/10003477595