16101 |
|
Volatility Spreads and Expected Stock Returns
|
Bali, T.G.; Hovakimian, A.
|
Institute of Management Sciences]
|
2009
|
|
|
16102 |
|
Volatility, Storage and Convenience: Evidence from Natural Gas Markets
|
Susmel, R.
|
00
|
1997
|
|
|
16103 |
|
VOLATILITY SURFACE CALIBRATION TO ILLIQUID OPTIONS
|
Nagy, László; Ormos, Mihály
|
Institutional Investor, Inc
|
2019
|
|
|
16104 |
|
Volatility switching and regime interdependence between information technology stocks 1995?2005
|
Qiao, Z.; Smyth, R.; Wong, W. K.
|
Elsevier Science B.V., Amsterdam.
|
2008
|
|
|
16105 |
|
Volatility Targeting: It’s Complicated!
|
George Mylnikov
|
Institutional Investor, Inc.
|
2021
|
|
|
16106 |
|
Volatility Targeting: The Bridge Between Options-Based and Traditional Defensive Strategies
|
Ryan Poirier
|
Institutional Investor, Inc.
|
2021
|
|
|
16107 |
|
Volatility, the Macroeconomy, and Asset Prices
|
BANSAL, R.; KIKU, D.; SHALIASTOVICH, I.; YARON, A.
|
American Finance Association]
|
2014
|
|
|
16108 |
|
Volatility Timing under Low-Volatility Strategy
|
Poh Ling Neo; Chyng Wen Tee
|
Institutional Investor, Inc.
|
2021
|
|
|
16109 |
|
Volatility Trade Design
|
Chaput, J. S.; Ederington, L. H.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
16110 |
|
Volatility trade-offs in exchange rate target zones
|
Lai, C. c.; Fang, C. r.; Chang, J. j.
|
Elsevier Science B.V., Amsterdam.
|
2008
|
|
|
16111 |
|
Volatility Trading: What Is the Role of the Long-Run Volatility Component?
|
Zhou G, Zhu Y
|
University of Washington Graduate School of Business Administration and the Western Finance Association,
|
2012
|
|
|
16112 |
|
Volatility Transmission along the Money Market Yield Curve
|
Ayuso, J.
|
VERLAG J C B MOHR
|
1997
|
|
|
16113 |
|
Volatility transmission and asymmetric linkages between the stock and foreign exchange markets: A sectoral analysis
|
Fu, T. Y.; Holmes, M. J.; Choi, D. F.
|
Emerald Group Publishing Ltd
|
2011
|
|
|
16114 |
|
Volatility transmission and volatility impulse response functions in crude oil markets
|
Jin, X.; Xiaowen Lin, S.; Tamvakis, M.
|
Elsevier Science B.V., Amsterdam.
|
2012
|
|
|
16115 |
|
Volatility transmission and volatility impulse response functions in European electricity forward markets
|
Le Pen, Y.; Sevi, B.
|
Elsevier Science B.V., Amsterdam.
|
2010
|
|
|
16116 |
|
Volatility transmission between oil prices and equity sector returns
|
Malik, F.; Ewing, B. T.
|
Elsevier Science B.V., Amsterdam.
|
2009
|
|
|
16117 |
|
Volatility transmission for cross-listed firms and the role of international exposure
|
Pascual-Fuster, B.; Perez-Rodriguez, J. V.
|
Elsevier Science B.V., Amsterdam.
|
2007
|
|
|
16118 |
|
Volatility transmission in emerging European foreign exchange markets
|
Bubak, V.; Kocenda, E.; Zikes, F.
|
Elsevier Science B.V., Amsterdam.
|
2011
|
|
|
16119 |
|
Volatility transmission in the European money market
|
Nautz, D.; Offermanns, C. J.
|
Elsevier Science B.V., Amsterdam.
|
2008
|
|
|
16120 |
|
Volatility transmission in the oil and natural gas markets
|
Ewing, B. T.; Malik, F.; Ozfidan, O.
|
Elsevier Science B.V., Amsterdam.
|
2002
|
|
|