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The effects of asymmetric volatility shocks on equity and foreign exchange rate interactions

Flavin, Thomas J.; Panopulu, Aikaterinē; Pantelidis, … - In: Finance and banking developments, (pp. 137-157). 2010

Persistent link: https://www.econbiz.de/10008860431

Are stock markets in Asia related to carry trade?

Fung, Hung-gay; Tse, Yiuman; Zhao, Lin - In: Pacific-Basin finance journal 25 (2013), pp. 200-216

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Expiration day effects of index options and futures

Stoll, Hans R.; Wahley, Robert E. - 1987

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Investor expectations of volatility increases around large stock splits as implied in call option premia

Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80

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Modelling financial time series

Taylor, Stephen - 2007 - 2. edition

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The effects of dollar/sterling exchange rate volatility of futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - 1999

The paper investigates the extent to which the dollar/sterling exchange rate fluctuations affect coffee and cocoa futures prices on the London LIFFE and the New York CSCE by means of multivariate GARCH models - under the assumption that traders in perfectly competitive markets have equal access...

Persistent link: https://www.econbiz.de/10009712332