Dempsey, M
< Back to all Authors![[up]](/style/images/multi_up.png)
Up a levelGroup by: Item type | Date
Number of items: 3.
2 September 2014
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
19 February 2015
Tanha, Hassan and Dempsey, M (2015) Do Aussie markets smile? Implied volatility functions and determinants. Applied Economics, 47 (30). 3143 - 3163. ISSN 0003-6846
May 2015
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