Research@Lincoln
    • Login
     
    Search 
    •   Research@Lincoln Home
    • Faculty of Agribusiness and Commerce
    • Search
    •   Research@Lincoln Home
    • Faculty of Agribusiness and Commerce
    • Search
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Search

    Show Advanced FiltersHide Advanced Filters

    Filters

    Use filters to refine the search results.

    Now showing items 1-2 of 2

    • Sort Options:
    • Relevance
    • Title Asc
    • Title Desc
    • Issue Date Asc
    • Issue Date Desc
    • Results Per Page:
    • 5
    • 10
    • 20
    • 40
    • 60
    • 80
    • 100
    Thumbnail

    Impact of hedging pressure on implied volatility in Financial Times and London Stock Exchange (FTSE) market 

    Guozhou, L.; Gan, Christopher; Treepongkaruna, S. (Institute for Business and Finance Research, LLC, 2009)
    This paper examines the impact of net buying pressure and the event of 9/11 on the implied volatility of the U.K. FTSE 100 (Financial Times and the London Stock Exchange) index options. Our findings indicate that when ...
    Thumbnail

    The effects of short-term interest rates on output, price and exchange rates: recent evidence from China 

    Sun, Shuzhang; Gan, Christopher; Hu, Baiding (Institute for Business and Finance Research, LLC, 2010)
    This paper utilizes VAR techniques to examine the relationship between a policy related variable and selected macro-variables in China. Johansen’s cointegration tests fail to find a moving equilibrium among the related ...
    This service is managed by Library, Teaching and Learning
    • Archive Policy
    • Copyright and Reuse
    • Deposit Guidelines and FAQ
    • Contact Us
     

     

    Browse

    All of Research@LincolnCommunities & CollectionsTitlesAuthorsKeywordsBy Issue DateThis CommunityTitlesAuthorsKeywordsBy Issue Date

    My Account

    LoginRegister

    Discover

    Author
    Gan, Christopher (2)
    Guozhou, L. (1)Hu, Baiding (1)Sun, Shuzhang (1)Treepongkaruna, S. (1)Keyword
    1402 Applied Economics (2)
    140210 International Economics and International Finance (2)
    1501 Accounting, Auditing and Accountability (2)1502 Banking, Finance and Investment (2)150203 Financial Institutions (incl. Banking) (2)140212 Macroeconomics (incl. Monetary and Fiscal Theory) (1)150202 Financial Econometrics (1)China (1)FTSE (1)macroeconomic policy (1)... View MoreDate Issued2010 (1)2009 (1)
    This service is managed by Library, Teaching and Learning
    • Archive Policy
    • Copyright and Reuse
    • Deposit Guidelines and FAQ
    • Contact Us