SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Do Implied Volatilities Provide Early Warning of Market Stress? · Study

PreprintShelves

PreprintDo Implied Volatilities Provide Early Warning of Market Stress?

Allan M. Malz2000

OA

Preprintgreen2000

Do Implied Volatilities Provide Early Warning of Market Stress?

38 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 38 citations exist upstream.

References

1998Leading Indicators of Currency Crises 1998The relation between implied and realized volatility 1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets 1993The Informational Content of Implied Volatility 1995Predicting Volatility in the Foreign Exchange Market 1999Leading Indicators of Currency Crises 1998The quality of market volatility forecasts implied by S&P 100 index option prices 1999Are Currency Crises Predictable? A Test

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Forecasting with Option-Implied Informationchapter · 6 shared references 2008The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Marketspreprint · 6 shared references 2010The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond marketsarticle · 5 shared references 2001The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Modelsarticle · 5 shared references 2010Option-based forecasts of volatility: an empirical study in the DAX-index options marketarticle · 5 shared references 2003The quality of volatility traded on the over‐the‐counter currency market: A multiple horizons studyarticle · 5 shared references

Details

Year2000

Typepreprint

Published2000-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations38

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.2139/ssrn.211448

openalex_workW1489916452

Links

Imported from OpenAlex (CC0) — nothing here is generated.