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Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L. - In: The journal of financial research 11 (1988) 3, pp. 201-213
Persistent link: https://www.econbiz.de/10001090733
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A study of diffusion processes for foreign exchange rates
Tucker, Alan L. - In: Journal of international money and finance 6 (1987) 4, pp. 465-478
Persistent link: https://www.econbiz.de/10001043596
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Exchange rates, mixture of normal distributions, and fundamental variables
Johnston, Ken - In: Journal of business and economic perspectives 23 (1997) 2, pp. 13-22
Persistent link: https://www.econbiz.de/10001243377
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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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Individual investors : asset allocation vs. portfolio insurance (puts or calls)
Johnston, Ken; Halem, John; Scott, Elton - In: Financial services review : the journal of individual … 22 (2013) 3, pp. 291-310
Persistent link: https://www.econbiz.de/10011305912
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The cash balance plan as a real option : financial innovation and implicit contacts
Johnston, Ken; Hatem, John J.; Scott, Elton - In: Pensions : an international journal 16 (2011) 1, pp. 39-50
Persistent link: https://www.econbiz.de/10008987883
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International settlements : a new source of systemic risk?
Eisenbeis, Robert A. - In: Economic review 82 (1997) 2, pp. 44-50
Persistent link: https://www.econbiz.de/10001226107
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Bank deposits and credit as sources of systemic risk
Eisenbeis, Robert A. - In: Economic review 82 (1997) 3, pp. 4-19
Persistent link: https://www.econbiz.de/10001230896
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Pagos internacionales : ¿una nueva fuente de riesgo sistémico?
Eisenbeis, Robert A. - In: Boletín / Centro de Estudios Monetarios Latinoamericanos 44 (1998) 3, pp. 111-118
Persistent link: https://www.econbiz.de/10001255427
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What have we learned an not learned from the current crisis about financial reform
Eisenbeis, Robert A. - In: The Australian economic review 42 (2009) 4, pp. 457-469
Persistent link: https://www.econbiz.de/10003916723