Results 261 to 270 of about 29,458 (274)

An empirical examination of volatility spillover between the Indian and US swap markets

International Journal of Emerging Markets, 2012
D K Malhotra, Rahul Singh
exaly  

A joint analysis of market indexes in credit default swap, volatility and stock markets

Applied Economics, 2016
José da Fonseca, Peiming Wang
exaly  

Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach

Applied Financial Economics, 2012
Yuki Toyoshima, Shigeyuki Hamori
exaly  

The effects of volatility spillover in the US basis swap markets

International Journal of Financial Services Management, 2012
D K Malhotra
exaly  

Volatility and Variance Swap Using Superposition of the Barndorff-Nielsen and Shephard type Lévy Processes

Sankhya B, 2017
Musie Ghebremichael, Indranil Sengupta
exaly  

Long Term Volatility of Interest Rate Swap and Macroeconomic Risk in Korean Market

Journal of Derivatives and Quantitative Studies, 2013
Kook-Hyun Chang
exaly  

Pricing of Variance and Volatility Swaps with Semi-Markov Volatilities

2013
openaire   +1 more source

I volatility swap

2001
openaire   +1 more source

Variance and volatility swap valuation with stochastic liquidity and regime switching stochastic volatility

Communications in Nonlinear Science and Numerical Simulation
Xin-Jiang He, WenTing Chen, Sha Lin
exaly  

Variance and Volatility Swaps in Energy Markets

2013
openaire   +1 more source