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Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
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Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth Rama - In: The journal of futures markets 42 (2022) 2, pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
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Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices
Badshah, Ihsan Ullah; Frijns, Bart; Tourani Rad, Alireza - In: The journal of futures markets 33 (2013) 6, pp. 555-572
Persistent link: https://www.econbiz.de/10009756565
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Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.; Hibbert, Ann Marie; Pavlova, Ivelina - In: The journal of futures markets 34 (2014) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
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The predictive power of implied stochastic variance from currency options
Guo, Dajiang - In: The journal of futures markets 16 (1996) 8, pp. 915-942
Persistent link: https://www.econbiz.de/10001209792
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Currency carry trades : the role of macroeconomic news and futures market speculation
Kim, Suk-Joong - In: The journal of futures markets 36 (2016) 11, pp. 1076-1107
Persistent link: https://www.econbiz.de/10011569016
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Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi; Xie, Jinming - In: The journal of futures markets 43 (2023) 4, pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?
Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: The journal of futures markets 35 (2015) 12, pp. 1103-1116
Persistent link: https://www.econbiz.de/10011546229
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Prediction of future currency exchange rates from current currency futures prices : the case of GM and JY
Jabbour, George M. - In: The journal of futures markets 14 (1994) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10001169809