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~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Finance research letters"
~subject:"Exchange rate"
~subject:"Wechselkurs"
~subject:"Wechselkurspolitik"
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Bundesbank Series 1 Discussion Paper
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
2
The Empirical Performance of Option Based Densities of Foreign Exchange
Craig, Ben R.
-
2016
Persistent link: https://www.econbiz.de/10012991281
Saved in:
3
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
4
The trading volume of currency options and the spot exchange rate
Machnes, Yaffa
- In:
Emerging markets finance & trade : a journal of the …
42
(
2006
)
3
,
pp. 91-97
Persistent link: https://www.econbiz.de/10003346420
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