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isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Dissertation / Faculty of Economics and Business Administration, University of Limburg"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"CAPM"
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Journal of money, credit and banking : JMCB
Dissertation / Faculty of Economics and Business Administration, University of Limburg
Economic modelling
Journal of financial and quantitative analysis : JFQA
The North American journal of economics and finance : a journal of financial economics studies
Advances in futures and options research : a research annual
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.
;
Weller, Paul A.
;
Ulrich, Joshua M.
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
Saved in:
3
The term structure of volatility implied by foreign exchange options
Xu, Xinzhong
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001166027
Saved in:
4
Speculative markets dynamics : an econometric analysis of stock market and foreign exchange market dynamics
Nieuwland, Frederick G.
-
1993
Persistent link: https://www.econbiz.de/10000879648
Saved in:
5
Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
Saved in:
6
Tests of an American option pricing model on the foreign currency options market
Bodurtha, James N.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
2
,
pp. 153-167
Persistent link: https://www.econbiz.de/10001025736
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