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Exploration of role of expectations in foreign exchange risk management

Bhargava, Vivek; Brooks, Robert - In: Journal of multinational financial management 12 (2002) 2, pp. 171-189

Persistent link: https://www.econbiz.de/10001658830

Hedging currency risk using futures

Bhargava, Vivek; Brooks, Robert - In: Research in finance 18 (2000), pp. 221-243

Persistent link: https://www.econbiz.de/10001618516

Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation

Bhargava, Vivek; Brooks, Robert; Malhotra, Davinder Kumar - In: The European journal of finance 7 (2001) 3, pp. 231-246

Persistent link: https://www.econbiz.de/10001603503

Exploration of the role of expectations in foreign exchange risk management

Bhargava, Vivek; Brooks, Robert - In: Journal of Multinational Financial Management 12 (2002) 2, pp. 171-189

Persistent link: https://www.econbiz.de/10005323626

Hedging currency risk using futures

Bhargava, Vivek; Brooks, Robert - In: Research in finance 18 (2000), pp. 221-243

Persistent link: https://www.econbiz.de/10009943475

Exploration of the role of expectations in foreign exchange risk management

Bhargava, Vivek; Brooks, Robert - In: Journal of multinational financial management 12 (2002) 2, pp. 171

Persistent link: https://www.econbiz.de/10007110791

Implied volatilities, stochastic interest rates, and currency futures options valuation: an empirical investigation

Bhargava, Vivek; Brooks, Robert; Malhotra, D. K. - In: The European Journal of Finance 7 (2001) 3, pp. 231-246

Different models of pricing currency call and put options on futures are empirically tested. Option prices are determined using different models and compared to actual market prices. Option prices are determined using historical as well as implied volatility. The different models tested include...

Persistent link: https://www.econbiz.de/10005141004