Now showing items 1-2 of 2
Impact of hedging pressure on implied volatility in Financial Times and London Stock Exchange (FTSE) market
(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 ...
Good coups, bad coups: Evidence from Thailand's financial markets
(LLC "CPC "Business Perspectives", 2018-05-04)
This study investigates the short-run and long-run impact on Thailand's financial markets. Using daily data from the stock and foreign exchange markets during the period 2005 - 2017, the study shows (1) both coups in 2006 ...