Ihsan Badshah

Auckland University of Technology

Senior Lecturer in Finance

3 Wakefield Street

Private Bag 92006

Auckland Central 1020

New Zealand

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 33,638

SSRN RANKINGS

Top 33,638

in Total Papers Downloads

1,325

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

Modeling the Dynamics of Implied Volatility Surfaces

Number of pages: 31 Posted: 26 Feb 2009 Last Revised: 04 Apr 2010
Ihsan Badshah
Auckland University of Technology
Downloads 650 (39,383)
Citation 4

Abstract:

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implied volatility, implied volatility surface, options, principal component analysis, smirk

2.

Asymmetric Return-Volatility Relation, Volatility Transmission and Implied Volatility Indexes

Number of pages: 37 Posted: 16 Feb 2009 Last Revised: 27 Jan 2010
Ihsan Badshah
Auckland University of Technology
Downloads 450 (63,142)
Citation 5

Abstract:

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implied volatility, index options, volatility indexes, volatility-return relation, volatility transmissions.

3.

Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 16 Aug 2012
Ihsan Badshah, Bart Frijns and Alireza Tourani-Rad
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Downloads 179 (167,939)
Citation 2

Abstract:

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spill-over, implied volatility indices

4.

The Effect of Economic Policy Uncertainty on Stock-Commodity Correlations and its Implications on Optimal Hedging

Number of pages: 24 Posted: 11 Sep 2018
Ihsan Badshah, Riza Demirer and Tahir Suleman
Auckland University of Technology, Southern Illinois University Edwardsville - Department of Economics & Finance and Wellington Institute of Technology
Downloads 46 (402,058)
Citation 1

Abstract:

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Commodity market, Policy uncertainty, Conditional correlation

5.

Quantile Regression Analysis of the Asymmetric Return-Volatility Relation

Forthcoming in the Journal of Futures Markets
Posted: 27 Jan 2010 Last Revised: 09 Apr 2012
Ihsan Badshah
Auckland University of Technology

Abstract:

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Asymmetric return-volatility relation, implied volatility, index options, quantile regression, volatility index

Other Papers (1)

Total Downloads: 51
1.

Illusory Nature of Pricing of Illiquidity Risk: The Test Case of Australian Stock Market

Number of pages: 38 Posted: 17 Aug 2015
Hilal Butt, Ihsan Badshah and Muhammad Tahir Suleman
University of Karachi - Institute of Business Administration (IBA), Karachi, Auckland University of Technology and School of Economics and Finance, Victoria University of Wellington
Downloads 51

Abstract:

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Asset pricing, Australian stock market, Illiquidity Premium, Illiquidity level, illiquidity risks, Illiquidity measures.