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The hazards of volatility diversification
Alexander, Carol; Korovilas, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009375594
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Diversification of equity with VIX futures : personal views and skewness preference
Alexander, Carol; Korovilas, Dimitris - 2012
Persistent link: https://www.econbiz.de/10009520567
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Trading and investing in volatility products
Alexander, Carol; Kapraun, Julia; Korovilas, Dimitris - In: Financial markets, institutions & instruments 24 (2015) 4, pp. 313-347
Persistent link: https://www.econbiz.de/10011412056
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Diversification with volatility products
Alexander, Carol; Korovilas, Dimitris; Kapraun, Julia - In: Journal of international money and finance 65 (2016), pp. 213-235
Persistent link: https://www.econbiz.de/10011668421
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Common volatility in the foreign exchange market
Alexander, Carol - In: Applied financial economics 5 (1995) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001177204
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The changing relationship between productivity, wages and unemployment in the UK
Alexander, Carol - In: Oxford bulletin of economics and statistics 55 (1993) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10001139544
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Value at risk models
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003758439
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Statistical models of operational loss
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003765463
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Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003765837
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Hedging the risk of an energy futures portfolio
Alexander, Carol - In: Risk management in commodity markets : from shipping to …, (pp. 117-127). 2008
Persistent link: https://www.econbiz.de/10003787695