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Long-term foreign exchange risk premia and inflation risk
Daehwan, Kim; Moneta, Fabio - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013253471
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Political risks, excess and carry trade returns in global markets
Kesse, Kwabena; Blenman, Lloyd P. - In: International review of financial analysis 91 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014446928
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Internationalization, foreign exchange exposure and firm risk
Likitwongkajon, Napaporn; Vithessonthi, Chaiporn - In: International review of financial analysis 83 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013461671
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Sovereign rating actions and the implied volatility of stock index options
Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: International review of financial analysis 34 (2014), pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
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Forecasting option smile dynamics
Le, Van; Zurbruegg, Ralf - In: International review of financial analysis 35 (2014), pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
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Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka - In: International review of financial analysis 26 (2013), pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
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Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A. - In: International review of financial analysis 28 (2013), pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs
Feng, Shu; Zhang, Yi; Friesen, Geoffrey C. - In: International review of financial analysis 41 (2015), pp. 62-73
Persistent link: https://www.econbiz.de/10011508586
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Momentum and default risk : some results using the jump component
González-Urteaga, Ana; Muga, Luis; Santamaría … - In: International review of financial analysis 40 (2015), pp. 185-193
Persistent link: https://www.econbiz.de/10011475738