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The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Persistent link: https://www.econbiz.de/10001650407
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Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689068
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Entangled risks in incomplete FX markets
Maurer, Thomas; Tran, Ngoc-Khanh - In: Journal of financial economics 142 (2021) 1, pp. 146-165
Persistent link: https://www.econbiz.de/10012650663
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The effect of exchange rate fluctuations on the performance of small and medium sized enterprises : implications for Brexit
Belghitar, Yacine; Clark, Ephraim; Dropsy, Vincent; … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 399-410
Persistent link: https://www.econbiz.de/10012655510
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Business cycles and currency returns
Colacito, Riccardo; Riddiough, Steven J.; Sarno, Lucio - In: Journal of financial economics 137 (2020) 3, pp. 659-678
Persistent link: https://www.econbiz.de/10012588343
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Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - In: Journal of financial economics 127 (2018) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
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The impact of jumps on carry trade returns
Lee, Suzanne S.; Wang, Minhong - In: Journal of financial economics 131 (2019) 2, pp. 433-455
Persistent link: https://www.econbiz.de/10012131572
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Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.; Jacobs, Kris; Ornthanalai, … - In: Journal of financial economics 90 (2008) 3, pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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Option markets and implied volatility : past versus present
Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191
Persistent link: https://www.econbiz.de/10003906341