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Strategy and volatility: risk and global strategic challenge
Balance Sheet
◽
10.1108/eum0000000005374
◽
2000
◽
Vol 8
(4)
◽
pp. 24-36
◽
Cited By ~ 1
Author(s):
Mark Haynes Daniell
Keyword(s):
Volatility Risk
Download Full-text
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References
The influence of tracking error on volatility risk premium estimation
The Journal of Risk
◽
10.21314/jor.2007.149
◽
2007
◽
Vol 9
(3)
◽
pp. 1-36
◽
Cited By ~ 7
Author(s):
James Doran
Keyword(s):
Risk Premium
◽
Tracking Error
◽
Volatility Risk
◽
Volatility Risk Premium
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Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns
SSRN Electronic Journal
◽
10.2139/ssrn.1102279
◽
2008
◽
Cited By ~ 2
Author(s):
Peter M. Nyberg
◽
Anders Wilhelmsson
Keyword(s):
Risk Aversion
◽
Stock Returns
◽
Cross Section
◽
Risk Premium
◽
Volatility Risk
◽
Volatility Risk Premium
◽
The Cross
◽
Premium Risk
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Monetary Policy, Volatility Risk, and Return Predictability
SSRN Electronic Journal
◽
10.2139/ssrn.2833075
◽
2016
◽
Author(s):
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◽
Francisco Palomino
◽
Charles Qian
Keyword(s):
Monetary Policy
◽
Return Predictability
◽
Risk And Return
◽
Volatility Risk
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A Solution to the Time-Scale Fractional Puzzle in the Implied Volatility with Rough Market Price of Volatility Risk
SSRN Electronic Journal
◽
10.2139/ssrn.2962310
◽
2017
◽
Author(s):
Hideharu Funahashi
◽
Masaaki Kijima
Keyword(s):
Time Scale
◽
Implied Volatility
◽
Market Price
◽
Volatility Risk
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Hedging Volatility Risk
SSRN Electronic Journal
◽
10.2139/ssrn.319011
◽
2002
◽
Cited By ~ 1
Author(s):
Menachem Brenner
◽
Ernest Y. Ou
◽
Jin E. Zhang
Keyword(s):
Volatility Risk
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How Much Would You Pay to Resolve Volatility Risk in Agricultural Commodity Markets?
SSRN Electronic Journal
◽
10.2139/ssrn.3360791
◽
2018
◽
Author(s):
Lei Yan
◽
Philip Garcia
Keyword(s):
Commodity Markets
◽
Agricultural Commodity
◽
Volatility Risk
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Is volatility risk priced in the KOSPI 200 index options market?
Journal of Futures Markets
◽
10.1002/fut.20386
◽
2009
◽
Vol 29
(9)
◽
pp. 797-825
◽
Cited By ~ 2
Author(s):
Sun-Joong Yoon
◽
Suk Joon Byun
Keyword(s):
Options Market
◽
Index Options
◽
Volatility Risk
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The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk
Energy Economics
◽
10.1016/j.eneco.2021.105756
◽
2021
◽
pp. 105756
Author(s):
Leon Li
Keyword(s):
Implied Volatility
◽
Volatility Risk
◽
High Volatility
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Systematic Volatility Risk and Its Cross-sectional Determinants
SSRN Electronic Journal
◽
10.2139/ssrn.3802330
◽
2021
◽
Author(s):
Prasenjit Chakrabarti
◽
Kiran Kumar Kotha
Keyword(s):
Cross Sectional
◽
Volatility Risk
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Identifying Volatility Risk Premia from Fixed Income Asian Options
SSRN Electronic Journal
◽
10.2139/ssrn.3142985
◽
2008
◽
Author(s):
Caio Almeida
◽
Jose Vicente
Keyword(s):
Risk Premia
◽
Asian Options
◽
Fixed Income
◽
Volatility Risk
Download Full-text
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