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Political uncertainty and financial market uncertainty in an Australian context

Smales, Lee A. - In: Journal of international financial markets, … 32 (2014), pp. 415-435

Persistent link: https://www.econbiz.de/10011299782

Better the devil you know : the influence of political incumbency on Australian financial market uncertainty

Smales, Lee A. - In: Research in international business and finance 33 (2015), pp. 59-74

Persistent link: https://www.econbiz.de/10011325891

Volatility forecast by volatility index and its use as a risk management tool under a value-at-risk approach

Siu, Yam Wing - In: Review of Pacific Basin financial markets and policies 21 (2018) 2, pp. 1-48

Persistent link: https://www.econbiz.de/10011865598

Stock market pattern recognition using symbol entropy analysis

Lavín, Jaime F.; Valle, Mauricio A.; Magner, Nicolás S. - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014580845

Implied Volatility Duration : a measure for the timing of uncertainty resolution

Schlag, Christian; Thimme, Julian; Weber, Rüdiger - 2020 - This version: January 27, 2020

We introduce Implied Volatility Duration (IVD) as a new measure for the timing of uncertainty resolution, with a high IVD corresponding to late resolution. Portfolio sorts on a large cross-section of stocks indicate that investors demand on average more than five percent return per year as a...

Persistent link: https://www.econbiz.de/10012157194

Implied volatility duration and the early resolution premium

Schlag, Christian; Thimme, Julian; Weber, Rüdiger - In: Essays in asset pricing, (pp. 1-77). 2018

Persistent link: https://www.econbiz.de/10012665341

Monetary policy and uncertainty resolution in commodity markets

Gu, Chen; Kurov, Alexander; Stan, Raluca - In: Finance research letters 55 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014473287

Uncertainty measure : as a proxy for the degree of market imperfection

Zhang, Hailiang; Muhammad, Atif Sattar; Wang, Haijun - In: International review of economics & finance : IREF 89 (2024) 2, pp. 159-171

Persistent link: https://www.econbiz.de/10014446735

Implied volatility duration : a measure for the timing of uncertainty resolution

Schlag, Christian; Thimme, Julian; Weber, Rüdiger - In: Journal of financial economics 140 (2021) 1, pp. 127-144

Persistent link: https://www.econbiz.de/10013188678

Resolution of financial market uncertainty around the release of unemployment rate announcements

Gu, Chen; Chen, Denghui; Stan, Raluca - In: International review of economics & finance : IREF 80 (2022), pp. 586-596

Persistent link: https://www.econbiz.de/10013342634