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A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets

Alghalith, Moawia; Floros, Christos; Lalloo, Ricardo - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 190-196

Persistent link: https://www.econbiz.de/10010514019

The policy role in the stock markets

Alghalith, Moawia; Ramlogan, Esha; Franklin, Martin - In: Theoretical economics letters 2 (2012) 2, pp. 230-231

Persistent link: https://www.econbiz.de/10009702412

The impact of the exchange rate on the stock market

Alghalith, Moawia; Polius, Tracy; Franklin, Martin - In: Economia internazionale 65 (2012) 4, pp. 495-502

Persistent link: https://www.econbiz.de/10009690191

The impact of oil price on the stock market

Alghalith, Moawia; Polius, Tracy; Franklin, Martin - In: Economia internazionale 67 (2014) 4, pp. 433-438

Persistent link: https://www.econbiz.de/10010502109

CAPM in real world : risk-friendly investments

Floros, Christos; Kountzakis, Christos; Alghalith, Moawia - In: Annals of financial economics 19 (2024) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10015323607

Testing dominant theories and assumptions in behavioral finance

Alghalith, Moawia; Floros, Christos; Dukharan, Marla - In: Journal of risk finance : the convergence of financial … 13 (2012) 3, pp. 262-268

Persistent link: https://www.econbiz.de/10009570575

Simplified option pricing techniques

Alghalith, Moawia; Floros, Christos; Poufinas, Thomas - In: Annals of financial economics 14 (2019) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012015473

Futures hedging with stochastic volatility : a new method

Alghalith, Moawia; Floros, Christos - In: International journal of computational economics and … 10 (2020) 2, pp. 203-207

Persistent link: https://www.econbiz.de/10012226719

Estimating stochastic volatility under the assumption of stochastic volatility of volatility

Alghalith, Moawia; Floros, Christos; Gillas, … - In: Risks : open access journal 8 (2020) 2/35, pp. 1-16

We propose novel nonparametric estimators for stochastic volatility and the volatility of volatility. In doing so, we relax the assumption of a constant volatility of volatility and therefore, we allow the volatility of volatility to vary over time. Our methods are exceedingly simple and far...

Persistent link: https://www.econbiz.de/10012204468

Hedging under price, output and basis risks : empirical analysis

Alghalith, Moawia; Lalloo, Ricardo - In: Annals of financial economics 15 (2020) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10012642973