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Risk appetite, carry trade and exchange rates

Liu, Ming-hua; Margaritis, Dimitris; Tourani Rad, Alireza - In: Global finance journal 23 (2012) 1, pp. 48-63

Persistent link: https://www.econbiz.de/10009631289

Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices

Badshah, Ihsan Ullah; Frijns, Bart; Tourani Rad, Alireza - In: The journal of futures markets 33 (2013) 6, pp. 555-572

Persistent link: https://www.econbiz.de/10009756565

The New Zealand Implied Volatility Index

Frijns, Bart; Tourani Rad, Alireza; Zhang, Yajie - In: New Zealand economic papers 42 (2008) 1/2, pp. 103-125

Persistent link: https://www.econbiz.de/10008934514

The information content of implied volatility : evidence from Australia

Frijns, Bart; Tallau, Christian; Tourani Rad, Alireza - In: The journal of futures markets 30 (2010) 2, pp. 134-155

Persistent link: https://www.econbiz.de/10003962434

Insiders and the law : the impact of regulatory change on insider trading

Gilbert, Aaron; Tourani Rad, Alireza; Wisniewski, … - In: Management international review : mir ; journal of … 47 (2007) 5, pp. 745-765

Persistent link: https://www.econbiz.de/10003545803

Asymmetries of the intraday return-volatility relation

Badshah, Ihsan Ullah; Frijns, Bart; Knif, Johan; … - In: International review of financial analysis 48 (2016), pp. 182-192

Persistent link: https://www.econbiz.de/10011624483

Precious metals, oil and the exchange rate : contemporaneous spillovers

Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Applied economics 49 (2017) 38, pp. 3863-3879

Persistent link: https://www.econbiz.de/10011819949

Contemporaneous spillover effects between the U.S. and the U.K. equity markets

Finta, Marinela Adriana; Frijns, Bart; Tourani Rad, Alireza - In: The financial review : the official publication of the … 52 (2017) 1, pp. 145-166

Persistent link: https://www.econbiz.de/10011656879

Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms

Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: Journal of empirical finance 32 (2015), pp. 35-48

Persistent link: https://www.econbiz.de/10011556775

Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices

Badshah, Ihsan Ullah - 2012

This paper examines the contemporaneous spill-over effects among the CBOE implied volatility indices for stocks (VIX), gold (GVZ) and the exchange rate (EVZ). We use the 'identification through heteroskedasticity' approach of Rigobon (2003) to decompose the contemporaneous relationship between...

Persistent link: https://www.econbiz.de/10013101919