Results 351 to 360 of about 2,210,161 (360)

Carry Trades and Global Foreign Exchange Volatility

Journal of Finance, 2012
Lukas Menkhoff, Lucio Sarno, Maik Schmeling   +2 more
exaly  

The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

Energy Economics, 2016
Aktham Maghyereh, Basel Awartani, Elie Bouri   +2 more
exaly  

News Implied Volatility and Disaster Concerns

, 2015
Asaf Manela, Alan Moreira
semanticscholar   +1 more source

Do ETFs Increase Volatility?

Journal of Finance, 2018
Itzhak Ben-David, Francesco Franzoni, Rabih Moussawi   +2 more
exaly  

Volatility‐Managed Portfolios

Journal of Finance, 2017
Alan Moreira, Tyler Muir
exaly  

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

Realized volatility and the influence of market measures on predictability: Analysis of Nord Pool forward electricity data

, 2011
Erik Haugom, Sjur Westgaard, P. Solibakke, Gudbrand Lien   +3 more
semanticscholar   +1 more source

The Impact of Jumps in Volatility and Returns

Journal of Finance, 2003
Michael Johannes
exaly  

Forward-Start Options in Stochastic Volatility Model

Wilmott, 2003
openaire   +1 more source

Local-Stochastic Volatility : The Dynamics of the Forward Smile

2008
openaire   +1 more source