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Browse by Author: Dempsey, M

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Article

Tanha, Hassan and Dempsey, M (2015) The asymmetric response of volatility to market changes and the volatility smile: Evidence from Australian options. Research in International Business and Finance, 34. 164 - 176. ISSN 0275-5319

Tanha, Hassan and Dempsey, M (2015) Do Aussie markets smile? Implied volatility functions and determinants. Applied Economics, 47 (30). 3143 - 3163. ISSN 0003-6846

Tanha, Hassan, Dempsey, M and Hallahan, Terrence (2014) Macroeconomic information and implied volatility: evidence from Australian index options. Review of Behavioural Finance, 6 (1). 46 - 62. ISSN 1940-5979