Search Results

Search Results

• Predictability and predictors of volatility smirk: a study on index options

  Rajesh Pathak, Amarnath Mitra

  Abstract 886 | PDF Downloads 764 | DOI https://doi.org/10.3846/btp.2017.007

  Page 64-70
  

  2017-05-03

• The behavior of option’s implied volatility index: a case of India VIX

  Imlak Shaikh, Puja Padhi

  Abstract 927 | PDF Downloads 1646 | DOI https://doi.org/10.3846/btp.2015.463

  Page 149-158
  

  2015-06-30

• Influence of world commodity prices on the dynamics of income of exporting countries of natural resources under globalization

  Uliana Nikonenko , Solomiia Hanushchyn, Galyna Boikivska, Yuliia Andriichuk, Vasyl Kokhan

  Abstract 1124 | PDF Downloads 881 | DOI https://doi.org/10.3846/btp.2020.12202

  Page 440-451
  

  2020-06-22

• Volatility informed trading in the options market: evidence from India

  Rajesh Pathak

  Abstract 771 | PDF Downloads 1189 | DOI https://doi.org/10.3846/btp.2016.559

  Page 13-22
  

  2015-12-28

• The riddle of volatility clusters

  Bohumil Stádník

  Abstract 703 | PDF Downloads 683 | DOI https://doi.org/10.3846/btp.2014.14

  Page 140-148
  

  2014-06-25

• Analysis of features of power market price: Lithuanian case

  Viktorija Bobinaitė, Aldona Juozapavičienė

  Abstract 654 | PDF Downloads 809 | DOI https://doi.org/10.3846/btp.2012.13

  Page 122-131
  

  2012-06-22

• Money laundering risk in developing and transitive economies: analysis of cyclic component of time series

  Valentyna Levchenko , Anton Boyko , Victoria Bozhenko , Serhii Mynenko

  Abstract 2604 | PDF Downloads 1139 | DOI https://doi.org/10.3846/btp.2019.46

  Page 492-508
  

  2019-12-17

• Monetary policy and the causality between inflation and money supply in Indonesia

  Gatot Sasongko, Andrian Dolfriandra Huruta

  Abstract 1654 | PDF Downloads 1817 | DOI https://doi.org/10.3846/btp.2018.09

  Page 80-87
  

  2018-05-30

• Market price forecasting and profitability – how to tame mrandom walk?

  Bohumil Stádník

  Abstract 727 | PDF Downloads 407 | DOI https://doi.org/10.3846/btp.2013.18

  Page 166-176
  

  2013-06-11

• The effect of financial inclusion and financial technology on effectiveness of the Indonesian monetary policy

  Birgitta Dian Saraswati , Ghozali Maski , David Kaluge , Rachmad Kresna Sakti

  Abstract 3537 | PDF Downloads 2517 | DOI https://doi.org/10.3846/btp.2020.10396

  Page 230-243
  

  2020-03-19