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Volatility in US and European equity markets : An assessment of market quality

Ozenbas, Deniz - In: International finance 5 (2002) 1, pp. 437-461

Persistent link: https://www.econbiz.de/10001736524

Dynamic relations between international equity and currency markets : the role of currency order flow

Francis, Bill B.; Hasan, Iftekhar; Hunter, Delroy M. - In: The journal of business : B 79 (2006) 1, pp. 219-258

Persistent link: https://www.econbiz.de/10003301982

Multivariate time series study of excess returns on equity and foreign exchange markets

Li, Hong; Schadt, Rudi W. - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 3-35

Persistent link: https://www.econbiz.de/10001507982

Facteurs de risque communs sur les marchés internationaux d'actions, d'obligations et de changes

Bandt, Olivier de - In: Economie & prévision : EP (1999) 4/5, pp. 91-104

Persistent link: https://www.econbiz.de/10001490952

Foreign exchange market volatility information : an investigation of real-dollar exchange rate

Gomes, Frederico Pechir (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003749455

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts … is devoloped. The curvature of the volatility strike structure is explained by focusing attention on the expected … characteristic convex shape of volatility strike structures documented in the empirical literature. A volatility-based test for …

Persistent link: https://www.econbiz.de/10011476532