search query: @indexterm volatility / total: 330
references: 141-150 / 330
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141.
The predictive power of implied volatility: Evidence from 35 futures markets
Journal of Banking and Finance
2003 : NOV, VOL 27:11, p. 2151-2175
 2003 Szakmary, A. (et al.)
142.
The finite moment log stable process and option pricing
Journal of Finance
2003 : APR, VOl. 58:2. p. 753-777
 2003 Carr, P.
Wu, L.
143.
Dynamic asset allocation with event risk
Journal of Finance
2003 : FEB, VOL. 58:1, p. 231-259
 2003 Liu, J.
Longstaff, F.A.
Pan, J.
144.
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
European Economic Review
2003 : OCT, VOL. 47:5, p. 891-911
 2003 Beine, M.
Laurent, S.
Lecourt, C.
145.
Aid volatility: an empirical assessment
IMF Staff papers
2003 : VOL. 47:3, p. 64-89
 2003 Bulír, A.
Hamann, A.J.
146.
The intraday relation between NYSE and CBOE prices
Journal of Financial Research
2003 : SPRING, VOL. 26:1, p. 97-112
 2003 Hatch, B.C.
147.
Dynamic derivative strategies
Journal of Financial Economics
2003 : SEP, VOL. 69:3, p. 401-430
 2003 Liu, J.
Pan, J.
148.
Realized volatility in the futures markets
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 321-354
 2003 Thomakos, D. D.
Wang, T.
149.
Trading activity and stock price volatility: evidence from the London Stock Exchange
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 249-270
 2003 Huang, R. D.
Masulis, R. W.
150.
Volatility expectations and asymmetric effects of direct interventions in the FX market
Journal of the Japanese and International Economies
2003 : MAR, VOL. 17:1, p. 55-80
 2003 Beine, M.
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