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Exchange rate exposure, foreign currency derivatives and the introduction of the euro : French evidence

Nguyen, Hoa; Faff, Robert W.; Marshall, Andrew P. - In: International review of economics & finance : IREF 16 (2007) 4, pp. 563-577

Persistent link: https://www.econbiz.de/10003613196

Rynkowe aspekty problemów na pozagiełdowym rynku walutowych instrumentów pochodnych w Polsce w czasie globalnego kryzysu finansowego

Konopczak, Michał; Mielus, Piotr; Wieprzowski, Paweł - In: Bank i kredyt 42 (2011) 2, pp. 97-124

Persistent link: https://www.econbiz.de/10009152181

Information flow between sovereign CDS and dollar-yen currency option markets in the sovereign debt crisis of 2009 - 2011

Hui, Cho H.; Fong, Tom - 2011

Persistent link: https://www.econbiz.de/10009424267

The information content of risk-neutral densities : tests based on Hungarian currency option-implied densities

Csávás, Csaba - In: The European journal of finance 16 (2010) 7, pp. 657-676

Persistent link: https://www.econbiz.de/10008759415

Calibration of multicurrency LIBOR market models

Pilz, Kay Frederik; Schlögl, Erik - 2010

Persistent link: https://www.econbiz.de/10009564650

Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: test based on EUR/HUF option-implied densities

Csávás, Csaba (contributor) - 2008

In this paper we estimate risk-neutral probability density functions from EUR/HUF currency options using the Malz (1997) method. First, we compare different option-based indicators. We present so-called 'shortcut' indicators, i.e. indicators that can be calculated directly, without the...

Persistent link: https://www.econbiz.de/10003721533