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On the relationship between implied volatility index and realized return volatility
Shaikh, Imlak - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 1, pp. 225-235
Persistent link: https://www.econbiz.de/10011420602
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Does policy uncertainty affect equity, commodity, interest rates, and currency markets? : evidence from CBOE's volatility index
Shaikh, Imlak - In: Journal of business economics and management 21 (2020) 5, pp. 1350-1374
Economic policy drives investment, production, employment, and other macroeconomic indicators of the economy. The study examines the equity, commodity, interest rates, and currency markets, taking into consideration the US economic policy uncertainty (EPU) index. The present work determines the...
Persistent link: https://www.econbiz.de/10012271841
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On the linkage among ex-ante and ex-post volatility : evidence from NSE option market (India)
Shaikh, Imlak; Padhi, Puja - In: Global business review 14 (2013) 3, pp. 487-505
Persistent link: https://www.econbiz.de/10010230048
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The information content of implied volatility index (India VIX)
Shaikh, Imlak; Padhi, Puja - In: Global business perspectives 1 (2013) 4, pp. 359-378
Persistent link: https://www.econbiz.de/10010230219
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On the relationship of implied, realized and historical volatility : evidence from NSE equity index options
Padhi, Puja; Shaikh, Imlak - In: Journal of business economics and management 15 (2014) 5, pp. 915-934
Persistent link: https://www.econbiz.de/10010484378
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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