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2. Does venture capital Quan Zi affect stock mispricing: Evidence from Chinese listed companies. (2023). Deng, LI ; Chen, Ping.
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3. Green finance and outward foreign direct investment: evidence from a quasi-natural experiment of green insurance in China. (2022). Pan, Yue ; Chen, Qiuping ; Xiao, Jinli ; Ning, BO.
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5. CEOs hometown connections and access to trade credit: Evidence from China. (2020). Pan, Yue ; Zhang, Pengdong ; Tian, Gary Gang ; Kong, Dongmin.
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1. Central bank tone and currency risk premia. (2021). Dossani, Asad.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000759.

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2. How Do Volatility and Return Series Interact?. (2020). Soylemez, Arif Orun.
   In: MPRA Paper.
   RePEc:pra:mprapa:104687.

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3. The discrete and differential impact of monetary policy. (2020). McCredie, Bronwyn.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:60:y:2020:i:3:p:2919-2937.

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4. Relation between Credit Default Swap Spreads and Stock Prices: A Non-linear Perspective. (2019). Mateev, Miroslav ; Marinova, Elena.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-017-9423-9.

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5. Risk-asymmetry indices in Europe. (2019). Muzzioli, Silvia ; Gambarelli, Luca.
   In: Department of Economics.
   RePEc:mod:depeco:0157.

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6. Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models. (2019). Lu, Shan.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9262-5.

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7. Does the volatility of volatility risk forecast future stock returns?. (2019). JAWADI, Fredj ; Fu, XI ; Bu, Ruijun.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:61:y:2019:i:c:p:16-36.

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8. Persistence and discontinuity in the VIX dynamics. (2018). Alhaj-Yaseen, Yaseen ; Barkoulas, John T ; Ouandlous, Arav.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:113:y:2018:i:c:p:333-344.

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9. International compliance with new Basel Accord principles for risk governance. (2018). Wright, Sue ; Magee, Shane ; Sheedy, Elizabeth.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:58:y:2018:i:1:p:279-311.

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10. Volatility Spillovers from Australias major trading partners across the GFC. (2017). Powell, Robert ; Allen, David ; Singh, Abhay K.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175.

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11. The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, An H.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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12. Option pricing under time-varying risk-aversion with applications to risk forecasting. (2017). Kiesel, Rudiger ; Rahe, Florentin .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:76:y:2017:i:c:p:120-138.

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13. Determinants of price discovery in the VIX futures market. (2017). TSAI, WEI-CHE ; Chen, Yu-Lun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:43:y:2017:i:c:p:59-73.

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14. Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Jahromi, Maria ; Smith, Tom ; Akhtar, Shumi.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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15. The Effect of Business and Financial Market Cycles on Credit Ratings: Evidence from the Last Two Decades. (2017). Stolowy, Hervé ; Astolfi, Pierre ; Paugam, Luc ; Lobo, Gerald J.
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16. Quantifying uncertainties in global growth forecasts. (2016). Ohnsorge, Franziska ; Some, Modeste Y ; Stocker, Marc.
    In: Policy Research Working Paper Series.
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17. A contemporary view of corporate finance theory, empirical evidence and practice. (2016). faff, robert.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:41:y:2016:i:4:p:662-686.

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18. Contractionary Volatility or Volatile Contractions?. (2016). Giglio, Stefano ; Dew-Becker, Ian ; Berger, David.
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19. The risk asymmetry index. (2016). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasani, Elyas.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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20. The risk asymmetry index. (2016). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasani, Elyas.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:0061.

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21. A State-Price Volatility Index for Chinas Stock Market. (2016). Liu, Zhangxin ; Smith, Tom ; O'Neill, Michael ; Wang, Kent.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:56:y:2016:i:3:p:607-626.

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22. Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression. (2015). Baruník, Jozef ; Barunikova, Michaela .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:43.

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23. The Price of Variance Risk. (2015). Rodriguez, Marius ; Giglio, Stefano ; Dew-Becker, Ian ; Le, An H.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21182.

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24. A copula-based approach for generating lattices. (2015). Wang, Tianyang ; Hahn, Warren ; Dyer, James .
    In: Review of Derivatives Research.
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25. Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-20.

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26. Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159.

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27. The optimal corridor for implied volatility: From periods of calm to turmoil. (2015). Muzzioli, Silvia.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:81:y:2015:i:c:p:77-94.

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28. A comparison of implied and realized volatility in the Nordic power forward market. (2015). Molnár, Peter ; Westgaard, Sjur ; Molnar, Peter ; Birkelund, Ole Henrik ; Opdal, Martin ; Haugom, Erik.
    In: Energy Economics.
    RePEc:eee:eneeco:v:48:y:2015:i:c:p:288-294.

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29. Volatility-related exchange traded assets: an econometric investigation. (2015). Sentana, Enrique ; Mencia, Javier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10444.

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30. Volatility-Related Exchange Traded Assets: An Econometric Investigation. (2015). Sentana, Enrique ; Mencia, Javier.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2015_1501.

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31. Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-36.

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32. Volatility Spillovers from Australias major trading partners across the GFC. (2014). Allen, David ; McAleer, Michael ; Singh, Abhay K.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1426.

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33. Volatility Spillovers from Australias Major Trading Partners across the GFC. (2014). Powell, Robert ; Allen, David ; McAleer, Michael ; Singh, Abhay K..
    In: Tinbergen Institute Discussion Papers.
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34. Forecasting the density of oil futures. (2014). Ielpo, Florian ; Sevi, Benoit.
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35. Modeling and predicting the CBOE market volatility index. (2014). Scharth, Marcel ; Medeiros, Marcelo ; Fernandes, Marcelo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:1-10.

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36. VPIN and the flash crash. (2014). Andersen, Torben ; Bondarenko, Oleg.
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37. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:2:p:181-192.

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38. Variance trading and market price of variance risk. (2014). Bondarenko, Oleg.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:1:p:81-97.

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39. Volatility Spillovers from Australias major trading partners across the GFC. (2014). Powell, Robert ; Allen, David ; Singh, Abhay K..
    In: Working Papers in Economics.
    RePEc:cbt:econwp:14/23.

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40. The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:03:y:2013:i:01:n:s2010139213500055.

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41. The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods. (2013). Muzzioli, Silvia.
    In: Department of Economics (DEMB).
    RePEc:mod:dembwp:0029.

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42. The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia.
    In: Computational Economics.
    RePEc:kap:compec:v:41:y:2013:i:3:p:359-386.

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43. Modeling and predicting the CBOE market volatility index. (2013). Scharth, Marcel ; Medeiros, Marcelo ; Fernandes, Marcelo.
    In: Textos para discussão.
    RePEc:fgv:eesptd:342.

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44. Valuation of VIX derivatives. (2013). Sentana, Enrique ; Mencia, Javier.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:367-391.

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45. Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Jacobs, Kris ; Young, BO.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-581.

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46. Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression. (2013). Baruník, Jozef ; Barunikova, Michaela .
    In: Papers.
    RePEc:arx:papers:1208.4831.

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47. Assessing Measures of Order Flow Toxicity via Perfect Trade Classification. (2013). Andersen, Torben ; Bondarenko, Oleg.
    In: CREATES Research Papers.
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48. The term structure of S&P 100 model-free volatilities. (2012). Lim, Kian-Guan ; Ting, Christopher.
    In: Quantitative Finance.
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49. Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices. (2012). Peng, Yue ; Markose, Sheri M. ; Alentorn, Amadeo .
    In: Economics Discussion Papers.
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50. A unique view of hedge fund derivatives usage: Safeguard or speculation?. (2012). Martin, Spencer J. ; Aragon, George O..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:2:p:436-456.

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51. The information content in a volatility index for Spain. (2011). Novales, Alfonso ; Gonzalez-Perez, Maria T..
    In: SERIEs: Journal of the Spanish Economic Association.
    RePEc:spr:series:v:2:y:2011:i:2:p:185-216.

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52. Corridor implied volatility and the variance risk premium in the Italian market. (2011). Muzzioli, Silvia.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:0030.

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53. Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan. (2011). Tzang, Shyh-Weir ; Shyu, David So-De ; Wang, Chou-Wen ; Hung, Chih-Hsing.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:2:p:312-324.

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54. The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets. (2011). Nielsen, Morten ; Christensen, Bent Jesper ; Busch, Thomas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:160:y:2011:i:1:p:48-57.

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55. VPIN and the Flash Crash. (2011). Andersen, Torben ; Bondarenko, Oleg.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-50.

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56. Forecasting with Option Implied Information. (2011). Chang, Bo Young ; Christoffersen, Peter ; Jacobs, Kris.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-46.

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57. Towards a volatility index for the Italian stock market. (2010). Muzzioli, Silvia.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:10091.

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58. The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks. (2009). Tsiaras, Leonidas.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2009-02.

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59. The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets. (2008). Nielsen, Morten ; Christensen, Bent Jesper ; Busch, Thomas.
    In: Working Paper.
    RePEc:qed:wpaper:1181.

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