Table of contents
Volatility in Asian stock markets and global financial crisis
Monica Singhania, Jugal AnchaliaAsian markets have shown immediate response to the financial crisis in the past and stock returns were affected critically. An attempt is made to study the volatility of stock…
2367
Effectiveness of volatility models in option pricing: evidence from recent financial upheavals
Vipul Kumar SinghThe purpose of this paper is to explore the forecasting effectiveness of Black-Scholes (BS) focussing parity analysis of time series econometric and implied volatility (IV…
358
Bank asset allocation: the effectiveness of market monitoring
Grace W.Y. Wang, Arvind Mahajan, Ruby P. Kishan– The purpose of this paper is to study the effectiveness of market discipline on banks’ risk-taking behavior based on how swiftly banks respond to market information.
1109
ISSN:
0972-7981Online date, start – end:
2003Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Prof Ravi Shankar
- Prof Surendra Yadav