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Empirical tests of the efficiency of the currency option market
Tucker, Alan L. - In: The journal of financial research 8 (1985) 4, pp. 275-285
Persistent link: https://www.econbiz.de/10001019929
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Foreign exchange option prices as predictors of equilibrium forward exchange rates
Tucker, Alan L. - In: Journal of international money and finance 6 (1987) 3, pp. 283-294
Persistent link: https://www.econbiz.de/10001043618
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Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
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Impact of the Louvre Accord on actual and anticipated exchange rate volatilities
Tucker, Alan L. - In: Journal of international financial markets, … 1 (1991) 2, pp. 43-59
Persistent link: https://www.econbiz.de/10001109982
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Market-determined premia for American currency spot options
Hilliard, Jimmy E. - In: Advances in futures and options research : a research annual 5 (1991), pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
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Empirical tests of the efficiency of the currency futures options market
Ogden, Joseph P. - In: The journal of futures markets 7 (1987) 6, pp. 695-703
Persistent link: https://www.econbiz.de/10001149658
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Predicting currency return volatility
Scott, Elton - In: Journal of banking & finance 13 (1989) 6, pp. 839-851
Persistent link: https://www.econbiz.de/10001080598
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Implied spot rates as predictors of currency returns : a note
Peterson, David R. - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 247-258
Persistent link: https://www.econbiz.de/10001057962
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The relative valuation of American currency spot and futures options : theory and empirical tests
Ogden, Joseph P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 4, pp. 351-368
Persistent link: https://www.econbiz.de/10001060150
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A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
Hilliard, Jimmy E. - In: Journal of banking & finance 16 (1992) 6, pp. 1159-1171
Persistent link: https://www.econbiz.de/10001136204