Results 11 to 20 of about 380,620 (306)
An analysis between implied and realised volatility in the Greek Derivatives Market [PDF]
, 2009 In this article, we examine the relationship between implied and realised volatility in the Greek derivative market. We examine the differences between realised volatility and implied volatility of call and put options for at-the-money index options with
Chance, D. +4 more
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Comparative Economic Research, 2023 Volatility spillover informs whether the information in one market impacts the information in another. This paper examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from February 2013
Tariq Aziz
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Fuzzy Estimation of the Character of the Securities Market
Vestnik MGIMO-Universiteta, 2015 To make the right decisions regarding the purchase or sale of financial assets the definition of the nature of the securities market is required.
G. Y. Ratushnyak, A. G. Sukhanova
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Time-varying properties of asymmetric volatility and multifractality in Bitcoin.
PLoS ONE, 2021 This study investigates the volatility of daily Bitcoin returns and multifractal properties of the Bitcoin market by employing the rolling window method and examines relationships between the volatility asymmetry and market efficiency.
Tetsuya Takaishi
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MODELING THE ADDITIONAL TAXATION IMPACT ON THE FINANCIAL INSTRUMENTS PRICING
Вестник университета, 2018 The tax on financial transactions as an instrument to restrict the level of speculative trading has considered. A mathematical model in which one of the factors influenced on a financial instrument price is the tax rate on financial transactions, - has ...
S. Kamalov
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Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [PDF]
تحقیقات مالی, 2023 Objective: The daily observations of the total index of the Tehran Stock Exchange show that in the last few years, stock prices have been very volatile. This volatility can harm the economic environment of Iran.
Moslem Nilchi, Daryush Farid
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New Medit, 2019 Barley is one of the main crops after wheat and rice. The importance of this product increases because it is an essential input in the livestock and poultry industries.
Behzad Fakari Sardahaie +2 more
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Dynamic co-movements of stock market returns, implied volatility and policy uncertainty [PDF]
, 2013 We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed time-varying and sensitive to oil demand shocks and US recessions.
Antonakakis, N. +2 more
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Capturing the month of the year effect in the Indian stock market using GARCH models [PDF]
Vilakshan (XIMB Journal of Management)Purpose – In the research of stock market efficiency, it is argued that the stock market moves randomly and absorbs all the available information. As a result, it is quite impossible to make predictions about the possible future movement by the investors.
Pramath Nath Acharya +2 more
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The Effect of Gold Coin Futures on the Spot Market Volatility in Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 After the unprecedented volatility of gold coin prices over the past years in Iran, there has been a growing concern among academic and policy makers about the potential role of gold coin futures contract in this regard.
Ahmad Mohammadi, Zeinab Savari
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