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How big is the premium for currency risk?
De Santis, Giorgio - In: Journal of financial economics 49 (1998) 3, pp. 375-412
Persistent link: https://www.econbiz.de/10001246742
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Information-time option pricing : theory and empirical evidence
Chang, Carolyn C. W. - In: Journal of financial economics 48 (1998) 2, pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
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On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.; Kang, Qiang - In: Journal of financial economics 72 (2004) 2, pp. 217-257
Persistent link: https://www.econbiz.de/10002033561
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of financial economics 63 (2002) 2, pp. 161-210
Persistent link: https://www.econbiz.de/10001636757