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Hassan Tanha
Hassan Tanha
Victoria University
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引用次数
引用次数
年份
Derivatives usage in emerging markets following the GFC: Evidence from the GCC countries
H Tanha, M Dempsey
Emerging Markets Finance and Trade 53 (1), 170-179, 2017
252017
Do Aussie markets smile? Implied volatility functions and determinants
H Tanha, M Dempsey
Applied Economics 47 (30), 3143-3163, 2015
142015
The asymmetric response of volatility to market changes and the volatility smile: Evidence from Australian options
H Tanha, M Dempsey
Research in International Business and Finance 34, 164-176, 2015
112015
Macroeconomic information and implied volatility: evidence from Australian index options
H Tanha, M Dempsey, T Hallahan
Review of Behavioral finance 6 (1), 46-62, 2014
92014
Derivatives usage by Australian industrial firms: Pre-, during and post-GFC
H Tanha, M Dempsey, M Labeb
Review of Economics & Finance, 11 (1). Article ID: 1923-7529-2018-01-31 9, 2018
52018
The information content of ASX SPI 200 implied volatility
H Tanha, M Dempsey
Review of Pacific Basin Financial Markets and Policies 19 (01), 1650002, 2016
52016
Impact of fuel prices on electricity price using the predictive power of ANN-GA, LRM: Evidence from Iran
A Rokhsari, A Esfahanipour, H Tanha, M Saremi
Journal of Industrial and Systems Engineering 14 (1), 307-319, 2022
32022
The impact of macroeconomic information releases on the smile shape: Evidence from the Australian options market
H Tanha, M Dempsey
Review of Behavioral Finance 8 (1), 80-90, 2016
32016
Macroeconomic Annnouncements and Volatility of Equity Returns: High-Frequency Evidence from Indonesia
H Haryadi, TA Hallahan, H Tanha
2015 Financial Markets & Corporate Governance Conference, 2014
32014
Effects of Coronavirus Pandemic on US Economy: D-Vine Regression Copula Approach
A Rokhsari, N Doodman, H Tanha
Scientia Iranica, 2022
22022
The evolving dynamics of the Australian SPI 200 implied volatility surface
H Tanha, M Dempsey
Journal of International Financial Markets, Institutions and Money 43, 44-57, 2016
12016
Application of D-Vine Regression Copula in Covid-19 Data
N Doodman, A Rokhsari, H Tanha
Proceeding of the 7th Seminar on Copula Theory and its Applications, 31, 2024
2024
The implied volatility of index options: the evidence of options on the Australian SPI 200 index futures
H Tanha
Monash University, 2011
2011
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