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Exchange rate
Volatility
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Bahmani-Oskooee, Mohsen
71
Caporale, Guglielmo Maria
42
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39
Belke, Ansgar
37
Kočenda, Evžen
30
Hegerty, Scott W.
28
Schnabl, Gunther
28
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25
Taylor, Mark P.
24
MacDonald, Ronald
23
Pierdzioch, Christian
23
Engel, Charles
22
Gros, Daniel
21
Rose, Andrew
19
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18
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18
Rodriguez, Gabriel
18
Spagnolo, Fabio
18
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17
Beine, Michel
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Frankel, Jeffrey A.
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Herwartz, Helmut
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16
Gupta, Rangan
16
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15
Fratzscher, Marcel
15
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15
Ito, Takatoshi
15
Lanne, Markku
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Wilfling, Bernd
15
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14
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14
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14
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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2
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2
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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Journal of international money and finance
127
NBER working paper series
96
NBER Working Paper
85
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76
Journal of international financial markets, institutions & money
73
Applied economics
70
International review of economics & finance : IREF
60
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56
The North American journal of economics and finance : a journal of financial economics studies
56
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48
International journal of finance & economics : IJFE
47
Applied economics letters
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IMF working papers
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Finance research letters
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Research in international business and finance
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International journal of economics and financial issues : IJEFI
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Energy economics
35
International Journal of Energy Economics and Policy : IJEEP
35
International review of financial analysis
35
Journal of banking & finance
33
Economics letters
32
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32
Journal of empirical finance
28
International economic journal
27
Open economies review
27
IMF working paper
26
International journal of economics and finance
23
Journal of multinational financial management
23
Journal of financial economics
22
Journal of international economics
22
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Tinbergen Institute
21
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Global finance journal
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The empirical economics letters : a monthly international journal of economics
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International journal of forecasting
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ECONIS (ZBW)
5,835
RePEc
14
EconStor
12
BASE
2
ArchiDok
1
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1
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10
of
5,864
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date (newest first)
date (oldest first)
1
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
Saved in:
2
Rare shock, two-factor stochastic
volatility
and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
3
GARCH option pricing and implied FX
volatility
indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
4
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
5
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
6
Pricing currency options with intra-daily implied
volatility
Hoque, Ariful
;
Kalev, Petko S.
- In:
Australasian accounting business and finance journal : AABF
9
(
2014
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10010520230
Saved in:
7
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
8
Predictability in implied
volatility
surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
9
Valuation and empirical analysis of currency options
Chuang, Ming-Che
;
Wen, Chin-Hsiang
;
Lin, Shih-kuei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 71-91
Persistent link: https://www.econbiz.de/10012390660
Saved in:
10
Do it with a smile : forecasting
volatility
with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
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