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Testing the Implied Volatility...
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Volatility
232
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Journal of international money and finance
Statens offentliga utredningar : SOU
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1,903
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ECONIS (ZBW)
522
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1
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
Saved in:
2
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
Saved in:
3
Pricing factors in multiple-term structures from interbank rates
Lafuente, Juan Angel
;
Petit, Nuria
;
Serrano, Pedro
- In:
Journal of international money and finance
91
(
2019
),
pp. 138-159
Persistent link: https://www.econbiz.de/10012134492
Saved in:
4
ECB monetary policy and
bank
default risk
Soenen, Nicolas
;
Vander Vennet, Rudi
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433381
Saved in:
5
Monetary integration and the cost of borrowing
Gómez Puig, Marta
- In:
Journal of international money and finance
27
(
2008
)
3
,
pp. 455-479
Persistent link: https://www.econbiz.de/10003717259
Saved in:
6
International interest rates and US monetary policy announcements : evidence from Hong Kong and Singapore
Valente, Giorgio
- In:
Journal of international money and finance
28
(
2009
)
6
,
pp. 920-940
Persistent link: https://www.econbiz.de/10003888022
Saved in:
7
Testing the expectations hypothesis in Eurodeposits
Domínguez, Emilio
;
Novales, Alfonso
- In:
Journal of international money and finance
19
(
2000
)
5
,
pp. 713-736
Persistent link: https://www.econbiz.de/10001507012
Saved in:
8
The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Jondeau, Eric
;
Ricart, Roland
- In:
Journal of international money and finance
18
(
1999
)
5
,
pp. 725-750
Persistent link: https://www.econbiz.de/10001415349
Saved in:
9
The pricing of dollar-denominated yen DM warrants
Dravid, Ajay R.
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 517-536
Persistent link: https://www.econbiz.de/10001171004
Saved in:
10
How quantitative easing changes the nature of sovereign risk
Broeders, Dirk
;
Haan, Leo de
;
End, Jan-Willem van den
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478081
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