Narrow search
Showing 1 - 10 of 946
Cover Image
Do simple traders' rules perform better than the GARCH model? : evidence from currency options in India
Bhat, Aparna - In: International journal of financial markets and derivatives 6 (2018) 3, pp. 183-209
Persistent link: https://www.econbiz.de/10011870308
Cover Image
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo; Carrasco, José A.; Pincheira, Pablo - In: Finance research letters 34 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Cover Image
Forecasting exchange rate volatility in the presence of jumps
Busch, Thomas; Christensen, Bent Jesper; Nielsen, … - 2005
We study measures of foreign exchange rate volatility based on high-frequency (5-minute) $/DM exchange rate returns using recent nonparametric statistical techniques to compute realized return volatility and its separate continuous sample path and jump components, and measures based on prices of...
Persistent link: https://www.econbiz.de/10010290348
Cover Image
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi; Pynnönen, Seppo; Ranta, Mikko; … - In: International journal of finance & economics : IJFE 16 (2011) 3, pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
Cover Image
An extended model of currency options applicable as policy tool for central banks with inflation targeting and dollarized economies
Arizmendi Echecopar, Luis F. - In: Theoretical economics letters 3 (2013) 3, pp. 164-167
Persistent link: https://www.econbiz.de/10010239690
Cover Image
Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - 2021
Persistent link: https://www.econbiz.de/10013188169
Cover Image
The hedging channel of exchange rate determination
Liao, Gordon; Zhang, Tony - 2020 - This draft: May 2020
Persistent link: https://www.econbiz.de/10012229170
Cover Image
Dynamic interactions between government bonds and exchange rate expectations in currency options
Hui, Cho H.; Tan, Edward - 2016
Persistent link: https://www.econbiz.de/10012200973
Cover Image
Financial markets' views about the Euro-Swiss Franc floor
Jermann, Urban J. - In: Journal of money, credit and banking : JMCB 49 (2017) 2/3, pp. 553-565
Persistent link: https://www.econbiz.de/10011708088
Cover Image
Cross economic determinants of implied volatility smile dynamics : three major European currency options
Han, Qian; Liang, Jufang; Wu, Boqiang - In: European financial management : the journal of the … 22 (2016) 5, pp. 817-852
Persistent link: https://www.econbiz.de/10011713158