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To, Minh-chau
Kryzanowski, Lawrence
293
Champagne, Claudia
21
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18
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17
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15
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To, Minh Chau
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ECONIS (ZBW)
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Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Kryzanowski, Lawrence
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10001224465
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2
Transaction costs and option-pricing biases : some evidence for options on foreign exchange futures
Ghalbouni, Joseph P.
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10001102030
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3
An empirical investigation of the term structure of implied volatilities in currency options
Fouda, Henri
;
Kryzanowski, Lawrence
;
To, Minh-chau
-
1995
Persistent link: https://www.econbiz.de/10000927019
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4
The E-V stationarity of secure returns : some empirical evidence
Kryzanowski, Lawrence
- In:
Journal of banking & finance
11
(
1987
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001028019
Saved in:
5
Futures market equilibrium with heterogeneity and a spot market at harvest
Fouda, Henri
;
Kryzanowski, Lawrence
;
To, Minh-chau
- In:
Journal of economic dynamics & control
25
(
2001
)
5
,
pp. 805-824
Persistent link: https://www.econbiz.de/10001561693
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