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ECONIS (ZBW)
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1
FX swaps and forwards in global dollar debt : "known knowns" and "known unknowns"
McGuire, Patrick M.
- In:
Japan and the world economy : international journal of …
64
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013500542
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2
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
3
Managers' research education, the use of
FX
derivatives
and corporate speculation
Entrop, Oliver
;
Merkel, Matthias F.
- In:
Review of managerial science : RMS
14
(
2020
)
4
,
pp. 869-901
Persistent link: https://www.econbiz.de/10012303718
Saved in:
4
Embedding stochastic correlation into the pricing of FX quanto options under stochastic volatility models
Pellegrino, Tommaso
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 455-493
Persistent link: https://www.econbiz.de/10012210363
Saved in:
5
FX interventions in Brazil : a synthetic control approach
Chamon, Marcos
;
Garcia, Márcio Gomes Pinto
;
Souza, Laura
- In:
Journal of international economics
108
(
2017
),
pp. 157-168
Persistent link: https://www.econbiz.de/10011753974
Saved in:
6
Hedging international foreign exchange risks via option based portfolio insurance
Yin, Libo
;
Han, Liyan
- In:
Computational economics
45
(
2015
)
1
,
pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
Saved in:
7
'Noise-trader risk' and Bayesian market making in FX derivates : rolling loaded dice?
Ulibarrí, Carlos A.
;
Anselmo, Peter C.
;
Hovsepian, Karen
; …
- In:
International journal of finance & economics : IJFE
14
(
2009
)
3
,
pp. 268-279
Persistent link: https://www.econbiz.de/10003901064
Saved in:
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