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Risk-return relationship in Asian, American and European stock markets

Mittal, Ruhee; Narwal, Karam Pal; Sheera, Ved Pal - In: The Singapore economic review : journal of the Economic … 66 (2021) 5, pp. 1397-1420

Persistent link: https://www.econbiz.de/10012664116

Information linkages among BRICS countries : empirical evidence from implied volatility indices

Sharma, Gagan Deep; Kayal, Parthajit; Pandey, Piyush - In: Journal of emerging market finance 18 (2019) 3, pp. 263-289

Persistent link: https://www.econbiz.de/10012163050

Value at risk forecasting for volatility index

Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620

Persistent link: https://www.econbiz.de/10011853568

GARCH generated volatility indices of Bitcoin and CRIX

Venter, Pierre J.; Maré, Eben - In: Journal of risk and financial management : JRFM 13 (2020) 6/121, pp. 1-15

pricing model is tested when applied to Bitcoin (BTCUSD). In addition, implied volatility indices (30, 60-and 90-days) of … BTCUSD and the Cyptocurrency Index (CRIX) are generated by making use of the symmetric GARCH option pricing model. The … and that the BTCUSD and CRIX implied volatility indices are similar when compared, this is consistent with expectations …

Persistent link: https://www.econbiz.de/10012309013

The lead-lag relationship between volatility index futures and spot in the Korean Stock Market

Qin, Rong-Yuan; Heo, Ji-Hun - In: Journal of international trade & commerce 13 (2017) 4, pp. 139-159

Persistent link: https://www.econbiz.de/10011799640

Inter-temporal relationship between India VIX and Nifty equity index

Shaikh, Imlak; Padhi, Puja - In: Decision 41 (2014) 4, pp. 439-448

Persistent link: https://www.econbiz.de/10010483844

Investors' "fear" and "greed" index : a case India volatility index (IVIX)

Shaikh, Imlak; Padhi, Puja - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 216-228

Persistent link: https://www.econbiz.de/10011420288

On the relationship between implied volatility index and equity index returns

Shaikh, Imlak; Padhi, Puja - In: Journal of economic studies 43 (2016) 1, pp. 27-47

Persistent link: https://www.econbiz.de/10011687386

On the relationship between implied volatility index and realized return volatility

Shaikh, Imlak - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 1, pp. 225-235

Persistent link: https://www.econbiz.de/10011420602

Volatility spillovers and nexus among agridex and non-agri indexes in Indian commodity markets

Reddy, P. Lakshminarasa; Visalakshmi, S. - In: International journal of services, economics and management 15 (2024) 3, pp. 324-341

Persistent link: https://www.econbiz.de/10015069895