Which witch is which? : deconstructing the foreign exchange markets activity
Year of publication: |
2024
|
---|---|
Authors: | Orlov, Alexei G. ; Sharma, Rajiv |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Science, ISSN 1044-0283, ZDB-ID 2027996-6. - Vol. 60.2024, Art.-No. 100947, p. 1-28
|
Subject: | COVID market stress | Foreign exchange markets | FX forwards | FX futures | FX options | FX spot markets | FX swaps | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Derivat | Derivative | Volatilität | Volatility |
-
Deriving option-implied probability densities for foreign exchange markets
Blake, Andrew P., (2015)
-
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan, (2015)
-
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij, (2014)
- More ...
-
Which Witch is Which? Deconstructing the FX Markets Activity
Orlov, Alexei G., (2023)
-
Endogenous growth, human capital and the dynamic costs of recessions
Roufagalas, John, (2020)
-
The Core, Periphery, and Beyond : Stock Market Comovements among EU and Non‐EU Countries
Goldstein, Michael A., (2019)
- More ...