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An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo - In: International review of financial analysis 14 (2005) 2, pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
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Information content in sneer asymmetry : an application to out-of-sample implied volatility forecasting
Choi, Youngsoo; Jordan, Steven J.; Lee, Wonchang - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
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Have the causal effects between equities, oil prices, and monetary policy changed over time?
Kurov, Alexander; Olson, Eric; Halova Wolfe, Marketa - In: Journal of commodity markets : JCM 36 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015162629
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The time-varying correlation between uncertainty, output, and inflation : evidence from a DCC-GARCH model
Jones, Paul M.; Olson, Eric - In: Economics letters 118 (2013) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10009706894
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A historical analysis of the Taylor curve
Olson, Eric; Enders, Walter - In: Journal of money, credit and banking : JMCB 44 (2012) 7, pp. 1285-1299
Persistent link: https://www.econbiz.de/10009693645
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The relationship between energy and equity markets : evidence from volatility impulse response functions
Olson, Eric; Vivian, Andrew J.; Wohar, Mark E. - In: Energy economics 43 (2014), pp. 297-305
Persistent link: https://www.econbiz.de/10010504812
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The international effects of US uncertainty
Jones, Paul M.; Olson, Eric - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 242-252
Persistent link: https://www.econbiz.de/10011348410
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Sentiment's effect on the variance of stock returns
Olson, Eric; Nowak, Adam - In: Applied economics letters 27 (2020) 18, pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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Investor sentiment and dollar-pound exchange rate returns : evidence from over a century of data using a cross-quantilogram approach
Shahzad, Syed Jawad Hussain; Kyei, Clement Kweku; … - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012490225