Items where Author, Editor or other role is "Bevilacqua, M."

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Number of items: 4.

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Bevilacqua, Mattia, Morelli, David A., Uzan, Paola Sultana Renée (2021) Striking the implied volatility of US drone companies. International Review of Financial Analysis, 77 . Article Number 101832. ISSN 1057-5219. (doi:10.1016/j.irfa.2021.101832) (KAR id:89461)

Bevilacqua, Mattia, Morelli, David, Uzan, Paola Sultana Renée (2020) Asymmetric implied market volatility and terrorist attacks. International Review of Financial Analysis, 67 . Article Number 101417. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.101417) (KAR id:79243)

Bevilacqua, Mattia (2019) The Information Content of Decomposed Implied Volatility and Skewness Measures. Doctor of Philosophy (PhD) thesis, University of Kent,. (KAR id:75687)

Bevilacqua, Mattia, Morelli, David, Tunaru, Radu (2019) The Determinants of the Model-Free Positive and Negative Volatilities. Journal of International Money and Finance, 92 . pp. 1-24. ISSN 0261-5606. E-ISSN 1873-0639. (doi:10.1016/j.jimonfin.2018.12.003) (KAR id:70980)

This list was generated on Tue Apr 23 20:20:01 2024 BST.