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Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun - In: Applied economics letters 29 (2022) 3, pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
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Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun; Goutte, Stéphane - In: Applied economics letters 24 (2017) 20, pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
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Vega-informed trading and options market reform
Ryu, Doojin; Ryu, Doowon; Yang, Heejin - In: Applied economics letters 27 (2020) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
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Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun - In: Applied economics letters 29 (2022) 12, pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
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Long maturity forward rates of major currencies are stationary
Darvas, Zsolt M.; Schepp, Zoltán - In: Applied economics letters 16 (2009) 10/12, pp. 1175-1181
Persistent link: https://www.econbiz.de/10003886689
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Is the forward premium puzzle universal?
Han, Bing - In: Applied economics letters 11 (2004) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10001927761
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Long-memories and mean breaks in realized volatilities
Song, Hyejin; Shin, Dong-wan - In: Applied economics letters 22 (2015) 16/18, pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
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Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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The effectiveness of joint intervention on the yen/US dollar exchange rate
Chen, Langnan; Huang, Xun - In: Applied economics letters 15 (2008) 4/6, pp. 375-378
Persistent link: https://www.econbiz.de/10003727367
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Modelling Fiji-US exchange rate volatility
Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Applied economics letters 16 (2009) 7/9, pp. 831-834
Persistent link: https://www.econbiz.de/10003855049