Efficiency of the foreign currency options market
Year of publication: |
2008
|
---|---|
Authors: | Hoque, Ariful ; Chan, Felix ; Manzur, Meher |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 19.2008, 2, p. 157-170
|
Subject: | Devisenoption | Currency option | Effizienzmarkthypothese | Efficient market hypothesis | Euro | Pfund Sterling | Pound Sterling | Schweizer Franken | Swiss franc | Yen | US-Dollar | US dollar | 2001-2006 |
-
Efficiency of the foreign currency options market
Hoque, Ariful, (2006)
-
Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta, (2009)
-
Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta, (2005)
- More ...
-
Volatility models in foreign currency option pricing
Hoque, Ariful, (2006)
-
Efficiency of the foreign currency options market
Hoque, Ariful, (2006)
-
Modeling volatility in foreign currency option pricing
Hoque, Ariful, (2008)
- More ...