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Post-Brexit exchange rate volatility and its impact on UK exports to Eurozone countries : a bounds testing approach

Naimy, Viviane; El Khoury, Rim; Montero, José-María; … - In: Oeconomia Copernicana 14 (2023) 1, pp. 135-168

Persistent link: https://www.econbiz.de/10014249933

Assessing central bank credibility during the ERM crises : comparing option and spot market-based forecasts

Haas, Markus; Mittnik, Stefan; Mizrach, Bruce Marshall - In: Journal of financial stability 2 (2006) 1, pp. 28-54

Persistent link: https://www.econbiz.de/10003779112

Pricing of foreign currency options in the Serbian market

Janković, Irena - In: Economic annals 54 (2009) 180, pp. 91-115

Persistent link: https://www.econbiz.de/10003879642

World currency options market efficieny

Hoque, Ariful - In: Banks and bank systems : international research journal 5 (2010) 2, pp. 173-178

Persistent link: https://www.econbiz.de/10008654706

Pricing currency options with intra-daily implied volatility

Hoque, Ariful; Kalev, Petko S. - In: Australasian accounting business and finance journal : AABF 9 (2014) 1, pp. 43-56

Persistent link: https://www.econbiz.de/10010520230

Assessing central bank credibility during the EMS crises : comparing option and spot market-based forecasts

Haas, Markus (contributor); Mittnik, Stefan (contributor); … - 2004

Financial markets embed expectations of central bank policy into asset prices. This paper compares two approaches that extract a probability density of market beliefs. The first is a simulated moments estimator for option volatilities described in Mizrach (2002); the second is a new approach...