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Trading volatility : at what cost?

Whaley, Robert E. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10010246274

Exchange rate volatility and international trade : a general equilibrium analysis

Sercu, Piet (contributor); Uppal, Raman (contributor) - 1998 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777045

Exchange rate volatility and international trade : a general-equilibrium analysis

Sercu, Piet; Uppal, Raman - In: European economic review : EER 47 (2003) 3, pp. 429-441

Persistent link: https://www.econbiz.de/10001770677

Trading Volatility : At What Cost?

Whaley, Robert E. - 2014

Volatility trading is in vogue. Launched in January 2009, exchange-traded products (ETPs) linked to the CBOE Market Volatility Index (VIX) have enamored no small number of traders judging by the billions of dollars invested in these new products. Why exactly is unclear. The most popular VIX ETPs...

Persistent link: https://www.econbiz.de/10013063985

Tobin tax and trading volume tightening : a reassessment

Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141

Persistent link: https://www.econbiz.de/10011289358

Transaction costs, nonfundamental uncertainty, and the exchange rate disconnect

Li, Nan - In: Macroeconomic dynamics 18 (2014) 8, pp. 1751-1772

Persistent link: https://www.econbiz.de/10010467892

Commodity price correlation and time varying hedge ratios

Lahiani, Amine; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 4, pp. 1053-1061

Persistent link: https://www.econbiz.de/10010400627

Friction-induced interbank rate volatility under alternative interest corridor systems

Link, Thomas; Neyer, Ulrike - 2017

This paper proposes rules for the control of interbank rate volatility under different interest corridor systems when volatility stems from interbank market frictions. Friction-induced volatility will occur if there is heterogeneity in two dimensions (across banks and time) with respect to the...

Persistent link: https://www.econbiz.de/10011684762

Approximate hedging problem with transaction costs in stochastic volatility markets

Thai Huu Nguyen; Pergamenshchikov, Serguei - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 832-865

Persistent link: https://www.econbiz.de/10011764979

Inflation-linked bonds in incomplete markets with sunspots

Kang, Minwook - In: Macroeconomic dynamics 27 (2023) 4, pp. 928-944

Persistent link: https://www.econbiz.de/10014306673

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