Showing 1 - 10 of 37
Persistent link: https://www.econbiz.de/10012484196
Persistent link: https://www.econbiz.de/10013531991
Persistent link: https://www.econbiz.de/10014487988
Persistent link: https://www.econbiz.de/10009762460
This study investigates the forecasting power of implied volatility indices on forward looking returns. Prior studies document that negative innovations to returns are associated with increasing implied volatility of the underlying indices; thus, suggesting a possible relationship between...
Persistent link: https://www.econbiz.de/10013065747
Persistent link: https://www.econbiz.de/10013553682
Persistent link: https://www.econbiz.de/10014382734
Persistent link: https://www.econbiz.de/10010400580
Persistent link: https://www.econbiz.de/10010402284
Persistent link: https://www.econbiz.de/10011948982