Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets-Reference-Cited by-同舟云学术

Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets

Published:2000-05 Issue:5 Volume:24 Page:759-785
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Hwang Soosung,Satchell Stephen E.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference49 articles.

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3. Standard deviations implied in option prices as predictors of future stock price variability;Beckers;Journal of Banking and Finance,1981

4. The pricing of commodity contracts;Black;Journal of Financial Economics,1976

5. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

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