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Structural changes in foreign exchange markets

Akiba, Hiroya - 1994

Persistent link: https://www.econbiz.de/10000882413

Dependence structure between the equity market and the foreign exchange market : a copula approach

Ning, Cathy Q. - In: Journal of international money and finance 29 (2010) 5, pp. 743-759

Persistent link: https://www.econbiz.de/10003989912

Dynamic relations between international equity and currency markets : the role of currency order flow

Francis, Bill B.; Hasan, Iftekhar; Hunter, Delroy M. - In: The journal of business : B 79 (2006) 1, pp. 219-258

Persistent link: https://www.econbiz.de/10003301982

Sources of risk in currency returns

Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - 2012

Persistent link: https://www.econbiz.de/10009502462

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

A contingent claims valuation model which allows to highlight the implications of program trading in spot markets for the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts is devoloped. The curvature of the volatility strike...

Persistent link: https://www.econbiz.de/10011476532