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Welt
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Gupta, Rangan
78
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51
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39
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37
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36
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33
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31
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Kang, Sang Hoon
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Energy economics
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Finance research letters
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117
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BIS quarterly review : international banking and financial market developments
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EconStor
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1
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1
The relationships between foreign exchange
volatility
skew and jump risk
Chia Rui Ming Daryl
- In:
International journal of economics and finance
6
(
2014
)
6
,
pp. 70-83
Persistent link: https://www.econbiz.de/10010370842
Saved in:
2
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.
;
Lye, Jenny N.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of international economics
45
(
1998
)
2
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
Saved in:
3
Calibration of implied
volatility
for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
4
GPU Pricing of Exotic Cross-Currency Interest Rate Derivatives with a Foreign Exchange
Volatility
Skew Model
Dang, Duy-Minh
-
2011
Bermudan cancelable features. We consider a three-factor pricing model with FX
volatility
skew which results in a time …
Persistent link: https://www.econbiz.de/10013133913
Saved in:
5
Recent Developments in International Currency Derivatives Market : Implications for Poland
Orlowski, Lucjan T.
-
2009
investors and speculators in international currency
derivative
markets …
Persistent link: https://www.econbiz.de/10013156221
Saved in:
6
Does foreign exchange derivatives market promote R&D? : International industry-level evidence
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Economic modelling
91
(
2020
),
pp. 33-42
Persistent link: https://www.econbiz.de/10012429014
Saved in:
7
Exchange rate exposure and usage of foreign currency derivatives by Indian nonfinancial firms
Krishna Prasad
;
Suprabha, K. R.
- In:
The impact of globalization on international finance …
,
(pp. 71-80)
.
2018
growth in the third-generation innovative and low-cost
derivative
instruments. This study also provided evidence that hedging …
Persistent link: https://www.econbiz.de/10012233723
Saved in:
8
The hedging channel of exchange rate determination
Liao, Gordon
;
Zhang, Tony
-
2020
-
This draft: May 2020
Persistent link: https://www.econbiz.de/10012229170
Saved in:
9
Anticipations of foreign exchange
volatility
and bid-ask spreads
Wei, Shang-jin
-
1991
Persistent link: https://www.econbiz.de/10000130703
Saved in:
10
Carry trade and foreign exchange rate puzzles
Spronk, Richard
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
European economic review : EER
60
(
2013
),
pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
Saved in:
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