Return-implied volatility dynamics of high and low yielding currencies
Miikka Kaurijoki, Jussi Nikkinen and Janne Äijö
| Year of publication: |
November 2015
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|---|---|
| Authors: | Kaurijoki, Miikka ; Nikkinen, Jussi ; Äijö, Janne |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 11, p. 1026-1041
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| Subject: | Währungsspekulation | Currency speculation | Finanzkrise | Financial crisis | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Australien | Australia | Kanada | Canada | Großbritannien | United Kingdom | Japan | 2005-2009 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21688 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011546212