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 | 25 | 2017 |
Do Aussie markets smile? Implied volatility functions and determinants H Tanha, M Dempsey Applied Economics 47 (30), 3143-3163, 2015 | 14 | 2015 |
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 | 11 | 2015 |
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 | 9 | 2014 |
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 | 5 | 2018 |
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 | 5 | 2016 |
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 | 3 | 2022 |
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 | 3 | 2016 |
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 | 3 | 2014 |
Effects of Coronavirus Pandemic on US Economy: D-Vine Regression Copula Approach A Rokhsari, N Doodman, H Tanha Scientia Iranica, 2022 | 2 | 2022 |
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 | 1 | 2016 |
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 |