Ihsan Badshah
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Quantile regression analysis of the asymmetric return‐volatility relation
IU Badshah
Journal of Futures Markets 33 (3), 235-265, 2013
902013
Contemporaneous spill‐over among equity, gold, and exchange rate implied volatility indices
IU Badshah, B Frijns, A Tourani‐Rad
Journal of Futures Markets 33 (6), 555-572, 2013
502013
Volatility spillover from the fear index to developed and emerging markets
IU Badshah
Emerging Markets Finance and Trade 54 (1), 27-40, 2018
292018
The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging
I Badshah, R Demirer, MT Suleman
Energy Economics 84, 104553, 2019
282019
Asymmetries of the intraday return-volatility relation
I Badshah, B Frijns, J Knif, A Tourani-Rad
International Review of Financial Analysis 48, 182-192, 2016
282016
Asymmetric linkages among the fear index and emerging market volatility indices
I Badshah, S Bekiros, BM Lucey, GS Uddin
Emerging Markets Review 37, 17-31, 2018
272018
Asymmetric return-volatility relation, volatility transmission and implied volatility indexes
I Badshah
Volatility Transmission and Implied Volatility Indexes (February 15, 2009), 2009
182009
Modeling the dynamics of implied volatility surfaces
I Badshah
Available at SSRN 1347981, 2009
152009
Return-volatility relationships: cross-country evidence
IU Badshah
International Journal of Behavioural Accounting and Finance 2 (2), 178-190, 2011
62011
Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market
HA Butt, IU Badshah, MT Suleman
Journal of Finance and Economics Research 2 (2), 115-129, 2017
3*2017
Modeling and Forecasting Implied Volatility
IU BADSHAH
Implications for Trading, Pricing, and Risk Management. Helsinki, 2010
32010
Illusory nature of pricing of illiquidity risk: the test case of Australian stock market
H Butt, I Badshah, MT Suleman
Available at SSRN 2645681, 2015
22015
Testing the information-based trading hypothesis in the option market: Evidence from share repurchases
I Badshah, H Koerniadi, J Kolari
Journal of Risk and Financial Management 12 (4), 179, 2019
12019
The Sarbanes‐Oxley act and informed trading in the options market: Evidence from share repurchase announcements
I Badshah, H Koerniadi, J Kolari
International Review of Finance, 2019
12019
Modeling and forecasting implied volatility: Implications for trading, pricing, and risk management
IU Badshah
Svenska handelshögskolan, 2010
12010
Momentum and market correlation
I Badshah, JW Kolari, W Liu, S Shin
New Zealand Finance Colloquium, 2016
2016
The information content of the VDAX volatility index and backtesting daily value-at-risk models
IU Badshah
International Journal of Financial Markets and Derivatives 4 (3/4), pp.213 - 230, 2015
2015
Value-at-Risk and the Cross Section of Emerging Market Hedge Fund Returns
S Ali, I Badshah, R Demirer
Asymmetric volatility, leverage effect, and risk-return relationship in equity market: Evidence from Markov regime-switching model
P Wang, IU Badshah
An Intraday Analysis of the Return-Volatility Relation: A Quantile Regression Approach
I Badshah, B Frijns, J Knif, A Tourani-Rad
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Artikelen 1–20