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31
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31
Understanding the price of
volatility
risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
32
Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange
Białkowski, Je̜drzej
;
Jakubowski, Jacek
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009671108
Saved in:
33
Carry trade and liquidity risk : evidence from forward and cross-currency swap markets
Chang, Yang
;
Schlögl, Erik
-
2012
Persistent link: https://www.econbiz.de/10009613974
Saved in:
34
Are currency forward effective in volatile market conditions? : an emerging market perspective
Bisen, Aditya
;
Rao, D. Tripati
- In:
Economics, management and financial markets
7
(
2012
)
2
,
pp. 118-131
Persistent link: https://www.econbiz.de/10009686576
Saved in:
35
Volatility
transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
Saved in:
36
Three empirical essays on the informational content of financial prices
Bernoth, Kerstin
-
2004
Persistent link: https://www.econbiz.de/10002524759
Saved in:
37
The intraday multivariate structure of the Eurofutures markets
Ballocchi, Giuseppe
(
contributor
)
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001505789
Saved in:
38
Do Reuters spreads reflect currencies' differences in global trading activity?
Hartmann, Philipp
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 757-784
Persistent link: https://www.econbiz.de/10001253053
Saved in:
39
Modeling
volatility
dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
40
Is there a premium for currencies correlated with
volatility
? : Some evidence from risk reversals
Pagès, Henri
-
1996
Persistent link: https://www.econbiz.de/10000928028
Saved in:
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