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Foreign exchange reserves management in the presence of jump risk
Zhang, Dewei; Zhou, Chunyang - In: Applied economics letters 20 (2013) 1/3, pp. 250-254
Persistent link: https://www.econbiz.de/10009702945
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The role of heterogeneous expectations in foreward exchange market
Li, Xiaoping; Zhou, Chunyang; Wu, Chongfeng - In: Applied economics letters 20 (2013) 4/6, pp. 471-475
Persistent link: https://www.econbiz.de/10009709370
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Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei; Wu, Chongfeng; Zhou, Chunyang - In: Applied economics letters 20 (2013) 16/18, pp. 1449-1452
Persistent link: https://www.econbiz.de/10010212382
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Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics letters 29 (2022) 20, pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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Optimal liquidity reserve with funding liquidity risk
Zhang, Dewei; Wu, Chongfeng; Zhou, Chunyang - In: Applied economics letters 20 (2013) 16, pp. 1449-1452
Persistent link: https://www.econbiz.de/10010170767