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The impact of option hedging on the spot market volatility
Anderegg, Benjamin; Ulmann, Florian Michael Till; … - In: Journal of international money and finance 124 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
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Cross-hedging strategies between CDS spreads and option volatility during crises
Fonseca, José da; Gottschalk, Katrin - In: Journal of international money and finance 49 (2014), pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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The eurozone (expected) inflation : an option's eyes view
Gimeno, Ricardo; Ibáñez, Alfredo - In: Journal of international money and finance 86 (2018), pp. 70-92
Persistent link: https://www.econbiz.de/10012000473
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The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel; Chang, P. H. Kevin - In: Journal of international money and finance 17 (1998) 6, pp. 855-880
Persistent link: https://www.econbiz.de/10001381741
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How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: Journal of international money and finance 30 (2011) 4, pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
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Portfolio performance and the Euro : prospects for new potential EMU members
Haselmann, Rainer; Herwartz, Helmut - In: Journal of international money and finance 27 (2008) 2, pp. 314-330
Persistent link: https://www.econbiz.de/10003687539
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Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold; Stoja, Evarist - In: Journal of international money and finance 44 (2014), pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
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Welfare gains from market insurance : the case of Mexican oil price risk
Ma, Chang; Valencia, Fabian - In: Journal of international money and finance 142 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014549848
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Misspecification and the pricing and hedging of long-term foreign currency options
Melino, Angelo - In: Journal of international money and finance 14 (1995) 3, pp. 373-393
Persistent link: https://www.econbiz.de/10001187522