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Valuation and empirical analysis of currency options
Chuang, Ming-Che; Wen, Chin-Hsiang; Lin, Shih-kuei - In: International review of economics & finance : IREF 66 (2020), pp. 71-91
Persistent link: https://www.econbiz.de/10012390660
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Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: International review of economics & finance : IREF 93 (2024) 2, pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
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The Thursday effect of the forward premium puzzle
Ding, Liang - In: International review of economics & finance : IREF 21 (2012) 1, pp. 302-318
Persistent link: https://www.econbiz.de/10009486120
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Does the forward premium anomaly depend on the sample period used or on the sign of the premium?
Zhou, Su; Kutan, Ali Mustafa - In: International review of economics & finance : IREF 14 (2005) 1, pp. 17-25
Persistent link: https://www.econbiz.de/10002467996
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Forward discount dynamics in integrated markets
Aguirre, Maria Sophia - In: International review of economics & finance : IREF 8 (1999) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10001427831
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Re-examining forward market efficiency : evidence from fractional and Harris-Inder cointegration tests
Choudhry, Taufiq - In: International review of economics & finance : IREF 8 (1999) 4, pp. 433-453
Persistent link: https://www.econbiz.de/10001443992
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Market structure and multiperiod hedging
Broll, Udo; Eckwert, Bernhard - In: International review of economics & finance : IREF 9 (2000) 4, pp. 291-298
Persistent link: https://www.econbiz.de/10001538876
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The distribution of currency futures price changes : a two-piece mixture of normals approach
Pan, Ming-Shiun - In: International review of economics & finance : IREF 4 (1995) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10001178037
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A pre-holiday effect in the currency futures market : a note
Liano, Kartono - In: International review of economics & finance : IREF 4 (1995) 3, pp. 299-304
Persistent link: https://www.econbiz.de/10001191667
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Foreign exchange futures options : a parity-based test of learning effects
Supapol, Atipol B. - In: International review of economics & finance : IREF 1 (1992) 2, pp. 169-176
Persistent link: https://www.econbiz.de/10001132546