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~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
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447
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244
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McAleer, Michael
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5
Roengchai Tansuchat
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5
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5
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Asai, Manabu
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Wang, Pengfei
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3
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862
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723
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503
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460
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201
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ECONIS (ZBW)
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7
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1
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Cross-section of option returns and
volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
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