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Persistent link: https://www.econbiz.de/10011312416

The Q-measure dynamics of forward rates

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Pricing currency derivatives under the benchmark approach

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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

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Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy

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Persistent link: https://www.econbiz.de/10011656179

The effect of USD/EURO exchange rate volatility on futures market for gold

Bhatt, Suyash - In: International journal of applied business and economic … 10 (2012) 2, pp. 269-282

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Information and volatility in futures and spot markets : the case of Japanese Yen

Song, Frank M.; Chatrath, Arjun - 1997

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Currency exchange rate risk hedging strategies using MXN/USD MexDer futures contracts

Santillán Salgado, Roberto Joaquín; Ulín-Lastra, … - In: International journal of bonds and derivatives 2 (2016) 3, pp. 186-210

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Currency futures market in India : an empirical analysis of market efficiency and volatility

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Foreign exchange futures trading and spot market volatility in Thailand

Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 7, pp. 1-20

This paper investigates how the introduction of foreign exchange futures has an impact on spot volatility and considers … the contemporaneous and dynamic relationship between spot volatility and foreign exchange futures trading activity … decreases spot volatility. It also increases the rate at which new information is impounded into spot prices but decreases the …

Persistent link: https://www.econbiz.de/10014637194

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