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An empirical investigation of the option-adjusted realized return
Smith, William Steven; Harter, Charles - In: Review of quantitative finance and accounting 19 (2002) 4, pp. 379-398
Persistent link: https://www.econbiz.de/10001744108
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Option volume, strike distribution, and foreign exchange rate movements
Cassano, Mark A.; Han, Bing - In: Review of quantitative finance and accounting 30 (2008) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10003614099
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Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu; Lin, Shih-kuei; Wu, An-Chi - In: Review of quantitative finance and accounting 44 (2015) 4, pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
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Australia's equity home bias and real exchange rate volatility
Mishra, Anil V. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 223-244
Persistent link: https://www.econbiz.de/10009271469
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An assessment of empirical model performance when financial market transactions are observed at different data frequencies : an application to East Asian exchange rates
Wang, Kai-Li; Fawson, Christopher; Barrett, Christopher B. - In: Review of quantitative finance and accounting 19 (2002) 2, pp. 111-129
Persistent link: https://www.econbiz.de/10001719971
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Temporal aggregation and unit roots in nominal foreign exchange rates
Fujihara, Roger Arnold - In: Review of quantitative finance and accounting 4 (1994) 3, pp. 291-303
Persistent link: https://www.econbiz.de/10001174249
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A geometric treatment of time-varying volatilities
Han, Chulwoo; Park, Frank C.; Kang, Jangkoo - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1121-1141
Persistent link: https://www.econbiz.de/10011797596
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The pricing of common exchange rate factors in the U.S. equity market
Du, Ding - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 775-798
Persistent link: https://www.econbiz.de/10011979281
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Monetary sterilization response to the movements in exchange rates and official net foreign assets : a case of China
Wu, Ying - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 821-838
Persistent link: https://www.econbiz.de/10013549109
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Bond yield and credit rating : evidence of Chinese local government financing vehicles
Luo, Hang; Chen, Linfeng - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 737-758
Persistent link: https://www.econbiz.de/10012171724