Results 131 to 140 of about 2,929 (231)

Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset? [PDF]

PLoS One, 2023
Yun SJ, Choi SY, Kim YS.
europepmc   +1 more source

ESG Thematic Bonds in Emerging Markets: Risk, Uncertainty, and Ambiguity

European Financial Management, Volume 32, Issue 3, Page 1005-1040, June 2026.
ABSTRACT We examine the impact of risk aversion, ambiguity, and uncertainty (geopolitical and economic) on the ESG thematic bond markets in emerging countries. We analyze ESG sovereign (both USD and local currency denominated) and corporate bond markets on the aggregate and regional levels.
Nebojsa Dimic, Vanja Piljak, Laurens Swinkels, Milos Vulanovic   +3 more
wiley   +1 more source

Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties

Financial Innovation
This study investigates the relationships between agricultural spot markets and external uncertainties through multifractal detrending moving-average cross-correlation analysis (MF-X-DMA).
Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang, Wei-Xing Zhou   +3 more
doaj   +1 more source

SPECTRAL METHODS FOR VOLATILITY DERIVATIVES

In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX).
Albanese, Claudio, Mijatovic, Aleksandar
core  

Analysis of the Time Series Development of the VIX Index and VIX Futures

Ve své diplomové práci se zaměřuji na modelování časové řady indexu VIX a VIX futures. V úvodu si vyslětlíme používané pojmy spojené s indexem VIX. Následně si popíšeme index VIX a jeho deriváty.
Boháčková, Jana
core  

Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. [PDF]

J Econ Asymmetries, 2023
Papadamou S, Fassas AP, Kenourgios D, Dimitriou D.   +3 more
europepmc   +1 more source

Cointegration and granger causality between Implied Volatility (VIX) index and Istanbul Stock Exchange (BIST) 100 ındex

, 2015
Finansal serbestleşmeye bağlı olarak, finansal piyasalar birlikte hareket etmeye başlamıştır. Finansal piyasaların entegre olmasından yola çıkılarak yapılan bu çalışmanın amacı, BIST 100 endeksi ile VIX endeksi arasındaki nedensellik ilişkisini tespit ...
Kaya, Emine
core  

COVID-19 and information flow between cryptocurrencies, and conventional financial assets. [PDF]

Q Rev Econ Finance, 2023
Assaf A, Mokni K, Youssef M.
europepmc   +1 more source

Forward looking information in S&P 500 options [PDF]

Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Scott I White, Ralf Becker, Adam E Clements   +2 more
core  

How media coverage news and global uncertainties drive forecast of cryptocurrencies returns? [PDF]

Heliyon, 2023
Naifar N, Altamimi S, Alshahrani F, Alhashim M.   +3 more
europepmc   +1 more source