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~subject:"Volatility"
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Volatility
United Kingdom
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Ap Gwilym, Owain
16
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Speight, Alan E. H.
3
Tran, Vu
3
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2
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The European journal of finance
3
Applied financial economics
2
International review of financial analysis
2
The journal of futures markets
2
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1
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1
Economic notes : economic review of Banca Monte dei Paschi di Siena
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ECONIS (ZBW)
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Foreign exchange market reactions to sovereign credit news
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
Journal of international money and finance
31
(
2012
)
4
,
pp. 845-864
Persistent link: https://www.econbiz.de/10009633457
Saved in:
2
Market impact under a new regulatory regime : credit rating agencies in Europe
Alsakka, Rasha
;
Ap Gwilym, Owain
;
Klusak, Patrycja
;
Tran, Vu
- In:
Economic notes : economic review of Banca Monte dei …
44
(
2015
)
2
,
pp. 275-307
Persistent link: https://www.econbiz.de/10011401072
Saved in:
3
Sovereign rating actions and the implied volatility of stock index options
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
International review of financial analysis
34
(
2014
),
pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
Saved in:
4
Investors' heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1211-1233
Persistent link: https://www.econbiz.de/10012207079
Saved in:
5
Forecasting volatility for options pricing for the UK stock market
Ap Gwilym, Owain
- In:
Journal of financial management and analysis : …
14
(
2001
)
2
,
pp. 55-62
Persistent link: https://www.econbiz.de/10001660995
Saved in:
6
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.
;
McMillan, David G.
;
Ap Gwilym, Owain
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
Saved in:
7
Volatility forecasting in the framework of the option expiry cycle
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
The European journal of finance
5
(
1999
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10001439610
Saved in:
8
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
9
Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
-
2004
Persistent link: https://www.econbiz.de/10002447981
Saved in:
10
Forecasting UK stock market volatility
McMillan, David G.
;
Speight, Alan E. H.
;
Ap Gwilym, Owain
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001526630
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