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The US, economic news, and the global financial cycle

Boehm, Christoph E.; Kroner, T. Niklas - 2023 - This draft: February 15, 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014286815

Mitigating risk with conditional option strategies

Campasano, Jim - In: The journal of alternative investments : JAI 27 (2024) 2, pp. 73-89

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195113

The US, economic news, and the global financial cycle

Boehm, Christoph E.; Kroner, T. Niklas - 2020 - This draft: September 4, 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012418030

The US, Economic News, and the Global Financial Cycle

Boehm, Christoph E.; Kroner, T. Niklas - National Bureau of Economic Research - 2023

We provide evidence for a causal link between the US economy and the global financial cycle. Using intraday data, we show that US macroeconomic news releases have large and significant effects on global risky asset prices. Stock price indexes of 27 countries, the VIX, and commodity prices all...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014247914

A new approach to improving hedging performance in the OLS model

Kim, Chongwon; Jung, Hyeonjong; Kang, Hyoung Goo - In: The journal of alternative investments : JAI 25 (2023) 3, pp. 40-61

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014231018

Hedging effectiveness of the VIX ETPs : an analysis of the time-varying performance of the VXX

Ceylan, Özcan - In: Handbook of research on new challenges and global …, (pp. 384-401). 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013171832

Handelbarkeit und Informationsgehalt von Volatilitätsindizes

Schöne, André - 2011

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009452655

Zur Rendite-Risiko-Beziehung am deutschen Aktienmarkt Eine empirische Analyse der Beziehung zwischen dem Deutschen Aktienindex DAX und dem Volatilitätsindex VDAX

Dichtl, Hubert; Drobetz, Wolfgang - In: Credit and Capital Markets 45 (2012) 3, pp. 373-406

This study examines the empirical relationship between the volatility indices VDAX as well as VDAX-New and the stock market index DAX. Extending prior international evidence, we document a negative relationship between the implied volatility indexes and the stock market index for the German...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010757753