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49
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ECONIS (ZBW)
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1
Common volatility in the foreign exchange market
Alexander, Carol
- In:
Applied financial economics
5
(
1995
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10001177204
Saved in:
2
The changing relationship between productivity, wages and unemployment in the UK
Alexander, Carol
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10001139544
Saved in:
3
The present and future of financial risk management
Alexander, Carol
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10002574491
Saved in:
4
Normal mixture diffusion with uncertain volatility : modelling short- and long-term smile effects
Alexander, Carol
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2957-2980
Persistent link: https://www.econbiz.de/10002410726
Saved in:
5
Principal component models for generating large GARCH covariance matrices
Alexander, Carol
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 337-359
Persistent link: https://www.econbiz.de/10001676004
Saved in:
6
Hedging index exchange traded funds
Alexander, Carol
;
Barbosa, A.
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 326-337
Persistent link: https://www.econbiz.de/10003647317
Saved in:
7
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
Saved in:
8
Pricing and hedging convertible bonds : delayed calls and uncertain volatility
Yiǧitbaşioǧlu, Ali Bora
;
Alexander, Carol
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 415-453
Persistent link: https://www.econbiz.de/10003344330
Saved in:
9
Normal mixture GARCH (1,1) : applications to exchange rate modelling
Alexander, Carol
;
Lazar, Emese
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 307-336
Persistent link: https://www.econbiz.de/10003315990
Saved in:
10
Modelling regime-specific stock price volatility
Alexander, Carol
;
Lazar, Emese
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 761-797
Persistent link: https://www.econbiz.de/10003898987
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