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Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159.

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  2. Time connectedness of fear. (2022). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian.
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  3. Variation in option implied volatility spread and future stock returns. (2022). Kassa, Haimanot ; Fodor, Andy ; Diavatopoulos, Dean ; Delisle, Jared R.
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  4. Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?. (2022). Maghyereh, Aktham ; Awartani, Basel ; Abdoh, Hussein.
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  5. Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Lyócsa, Štefan ; Lyocsa, Tefan ; Plihal, Toma.
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  6. A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks. (2022). Wang, Zhenkun ; Hussain, Syed Jawad ; Ferreira, Paulo ; Bouri, Elie ; Ferrer, Roman.
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  7. Russias Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Pl, Tom'Avs ; Ly, Vstefan.
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  8. Designing volatility indices for Austria, Finland and Spain. (2021). Campisi, Giovanni ; Muzzioli, Silvia.
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  9. Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective. (2021). Esparcia, Carlos ; Lopez, Raquel.
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  10. Implied volatility of structured warrants: Emerging market evidence. (2021). Sifat, Imtiaz Mohammad ; Mohamad, Azhar ; Murad, Najmi Ismail.
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  11. Implied volatility indices – A review. (2021). Siriopoulos, Costas ; Fassas, Athanasios P.
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  12. Bank stocks, risk factors, and tail behavior. (2021). Huang, Lin ; Marcus, Alan J ; Cai, Jun ; Yang, Huan.
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  13. The informational content of implied volatility: Application to the USD/JPY exchange rates. (2021). Wu, Han ; Zhao, YU ; Li, Jie ; Peng, Qing.
    In: Journal of Asian Economics.
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  14. Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard.
    In: Papers.
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  15. Willow tree algorithms for pricing VIX derivatives under stochastic volatility models. (2020). Kwok, Yue Kuen ; Xu, Wei ; Ma, Changfu.
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  16. The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market. (2020). Iwaszczuk, Natalia ; Amasz, Bartosz.
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  17. Oil stocks, risk factors, and tail behavior. (2020). Cai, Jun ; Lian, Ziying ; Webb, Robert I.
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  18. Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian.
    In: Applied Economics.
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  19. “Time connectedness of fear”. (2018). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian.
    In: IREA Working Papers.
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  20. Variance risk premium and equity returns. (2018). Papadamou, Stephanos ; Fassas, Athanasios P.
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  21. On profitability of volatility trading on S&P 500 equity index options: The role of trading frictions. (2018). Hong, Hui ; Yang, Jingjing ; Sung, Hao-Chang.
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  22. Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian.
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  23. Is the Renminbi a safe haven?. (2017). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus.
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  24. The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation. (2017). Lalancette, Simon ; Simonato, Jeana Guy.
    In: European Financial Management.
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  25. Is the Renminbi a Safe Haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus.
    In: Working Papers.
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  26. Is the Renminbi a safe haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus.
    In: Globalization Institute Working Papers.
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  27. What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads. (2016). Cui, Jin ; Maharaj, Elizabeth Ann ; In, Francis.
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  28. Using VIX futures to hedge forward implied volatility risk. (2016). Lin, Yueh-Neng .
    In: International Review of Economics & Finance.
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  29. The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Awartani, Basel ; Aktham, Maghyereh ; Cherif, Guermat .
    In: Journal of Commodity Markets.
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  30. Intra-safe haven currency behavior during the global financial crisis. (2016). Yamamoto, Yohei ; Fatum, Rasmus.
    In: Journal of International Money and Finance.
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  31. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I.
    In: Energy Economics.
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  32. Advances in financial risk management and economic policy uncertainty: An overview. (2015). McAleer, Michael ; Hammoudeh, Shawkat.
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  33. Intra-safe haven currency behavior during the global financial crisis. (2014). Fatum, Rasmus ; Yamamoto, Yohei.
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  1. The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model. (2017). Han, Yingying ; Zhou, Xiang.
    In: Journal for Economic Forecasting.
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  3. Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Nguyen, Duc Khuong ; Paltalidis, Nikos ; Gounopoulos, Dimitrios ; Boubaker, Sabri.
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  4. Bank productivity growth and convergence in the European Union during the financial crisis. (2017). Tzeremes, Nickolaos ; Kourtzidis, Stavros ; Degl, Marta ; Sevic, Zeljko .
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  5. The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei .
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  6. Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos.
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  7. Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices. (2016). Bernhard, Severin ; Ebner, Till .
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  8. Assessing the effects of unconventional monetary policy on pension funds risk incentives. (2016). Nguyen, Duc Khuong ; Gounopoulos, Dimitrios ; Boubaker, Sabri ; Paltalidis, Nikos.
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  9. The effectiveness of policy interventions in CEE countries. (2016). AndrieÈ™, Alin Marius ; Nistor, Simona ; Iean-Muntean, Florentina .
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  10. What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads. (2016). Cui, Jin ; Maharaj, Elizabeth Ann ; In, Francis.
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  11. Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Dufrénot, Gilles ; Monsia, Fredia ; Gente, Karine ; Dufrenot, Gilles.
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  14. The ECB, Between Conservatism and Pragmatism. (2016). huchet, nicolas ; BASTIDON, Cécile ; Gilles, Philippe.
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  15. A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan .
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  16. The European Central Bank: Building a shelter in a storm. (2015). Mody, Ashoka ; Kang, Dae Woong ; Ligthart, Nick .
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  17. Speculative bubbles, financial crises and convergence in global real estate investment trusts. (2015). Milunovich, George ; Joyeux, Roselyne.
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  18. The European Central Bank: Building a Shelter in a Storm. (2015). Woong, Kang Dae ; Mody, Ashoka ; Ligthart, Nick .
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  19. State-Aid, Stability and Competition in European Banking. (2015). Molyneux, Philip ; Mare, Davide Salvatore ; Fiordelisi, Franco.
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  20. Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T.
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  21. The impact of monetary policy on financial markets in small open economies: More or less effective during the global financial crisis?. (2015). Ramayandi, Arief ; Pennings, Steven ; Tang, Hsiao Chink.
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  22. Short-term options: Clienteles, market segmentation, and event trading. (2015). Ramchander, Sanjay ; Christie-David, Rohan A ; Chatrath, Arjun ; Miao, Hong.
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  23. Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi.
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  24. Bank dividends and signaling to information-sensitive depositors. (2015). Forti, Cristiano ; Schiozer, Rafael F..
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  25. The impact of monetary policy announcements on the stock price of large European banks during the financial crisis. (2015). Ricci, Ornella.
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  26. Unconventional monetary policy had large international effects. (2015). Neely, Christopher.
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  27. Market perceptions of US and European policy actions around the subprime crisis. (2015). Otsubo, Yoichi ; Grammatikos, Theoharry ; Lehnert, Thorsten.
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  28. Decomposing Long-Term Interest Rates: An International Comparison. (2015). Ceballos, Luis ; Romero, Damian .
    In: Working Papers Central Bank of Chile.
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  29. Contagion and banking crisis — internatonal evidence for 2007-2009. (2014). Gajurel, Dinesh ; Dungey, Mardi.
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  30. The Equity-like Behaviour of Sovereign Bonds. (2014). Dufour, Alfonso ; Stancu, Andrei ; Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
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  31. The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis. (2014). Chevapatrakul, Thanaset ; Tee, Kai-Hong .
    In: Discussion Papers.
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  32. The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries. (2014). Akbar, Farhan ; Mehanaoui, Mohamed ; Kazi, Irfan Akbar .
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  33. Market Perceptions of US and European Policy Actions Around the Subprime Crisis. (2014). Otsubo, Yoichi ; Grammatikos, Theoharry ; Lehnert, Thorsten.
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  34. The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis. (2014). Tee, Kai-Hong ; Chevapatrakul, Thanaset.
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  35. Fixing the Fixings; What Road to a More Representative Money Market Benchmark?. (2013). Durre, A ; Chailloux, Alexandre ; Brousseau, V.
    In: IMF Working Papers.
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  36. The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis. (2013). Rai, Alan.
    In: International Journal of Central Banking.
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  37. How did the financial crisis alter the correlations of U.S. yield spreads?. (2013). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo.
    In: Working Papers.
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  38. Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence. (2013). Pattipeilohy, Christiaan ; van den End, Willem ; Tabbae, Mostafa ; Frost, Jon ; de Haan, Jakob.
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  39. Government interventions and default risk: Does one size fit all?. (2013). Klomp, Jeroen.
    In: Journal of Financial Stability.
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  40. Central Banking after the Crisis. (2013). Mishkin, Frederic.
    In: Working Papers Central Bank of Chile.
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  41. Estimated Impact of the Federal Reserve’s Mortgage-Backed Securities Purchase Program. (2012). Taylor, John ; Stroebel, Johannes.
    In: International Journal of Central Banking.
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  42. Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom. (2012). Wieladek, Tomasz ; Rose, Andrew.
    In: Bank of England working papers.
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  43. Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George.
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  44. Monetary Policy Strategy: Lessons from the Crisis. (2011). Mishkin, Frederic.
    In: NBER Working Papers.
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  45. Unforeseen Events Wait Lurking; Estimating Policy Spillovers From U.S. to Foreign Asset Prices. (2011). Bayoumi, Tamim ; Bui, Trung T.
    In: IMF Working Papers.
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  46. Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis. (2011). Frankel, Jeffrey ; Saravelo, George .
    In: Scholarly Articles.
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  47. Financial Protectionism: the First Tests. (2011). Wieladek, Tomasz ; Rose, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8404.

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  48. Over the Cliff: From the Subprime to the Global Financial Crisis. (2011). Mishkin, Frederic.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:1:p:49-70.

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  49. Inflation Targeting in Financially Stable Economies: Has it been Flexible Enough?. (2010). García Silva, Pablo ; Cowan, Kevin ; Calani, Mauricio ; Kevin Cowan L., ; Pablo Garcia S., ; Mauricio Calani C., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:13:y:2010:i:2:p:11-50.

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  50. The Financial Market Impact of Unconventional Monetary Policies in the U.S., the U.K., the Eurozone, and Japan. (). Hosono, Kaoru ; Isobe, Shogo .
    In: Discussion papers.
    RePEc:mof:wpaper:ron259.

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