This study examines whether the demand for options, as measured by the net buying
pressure of index options, explains the implied volatility structure created by options prices …

The present article empirically estimates the volatility spillover transmission in Indian equity
market represented by Sensex from world economies composite index (Euro Stoxx 50) …

The aim of this paper is to study the integration of volatility in the three markets, viz. spot,
futures and options, in order to provide input for hedging purposes and the formulation of …

Purpose The paper aims to explore the informational role of futures volume in the
simultaneous relationship between option volume and spot volatility to forecast the volatility …

The aim of the paper is to find the volatility spillover effects across spot, futures and option
markets. The NIFTY 50 index is taken into observation. The study period is from January 8 …

There are a plethora of studies on the determinants of the spot volatility. The issue of
determining spot volatility becomes more convoluted and esoteric when the security …

This research develops an early warning system (EWS) for equity market crises based on
multinomial logit models and variables relating to the information content of index futures …

Volatility estimation and forecasting are essential for both the pricing and the risk
management of derivative securities. Volatility forecasting methods can be divided into …

The main purpose of this article is to investigate alternative explanations for the impact of
foreign capital flows on Ibovespa returns, including: trend chasing, information contribution …

In today's day and age, trading in the stock market has become more dynamic and flexible
owing to the variability that is being offered within domains such as that within derivatives …