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Trade deficit surprises and the ex ante volatility of foreign exchange rates
Madura, Jeff - In: Journal of international money and finance 11 (1992) 5, pp. 492-501
Persistent link: https://www.econbiz.de/10001129960
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Reaction of bank share prices to the Third-World Debt Reduction Plan
Madura, Jeff - In: Journal of banking & finance 16 (1992) 5, pp. 853-868
Persistent link: https://www.econbiz.de/10001130592
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Market reaction to the thrift bailout
Madura, Jeff - In: Journal of banking & finance 17 (1993) 4, pp. 591-608
Persistent link: https://www.econbiz.de/10001147146
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Empirical tests of the efficiency of the currency futures options market
Ogden, Joseph P. - In: The journal of futures markets 7 (1987) 6, pp. 695-703
Persistent link: https://www.econbiz.de/10001149658
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Valuation of LIBOR-contingent FX options
Tucker, Alan L. - In: Journal of international money and finance 17 (1998) 2, pp. 269-277
Persistent link: https://www.econbiz.de/10001246608
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Predicting currency return volatility
Scott, Elton - In: Journal of banking & finance 13 (1989) 6, pp. 839-851
Persistent link: https://www.econbiz.de/10001080598
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Implied spot rates as predictors of currency returns : a note
Peterson, David R. - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 247-258
Persistent link: https://www.econbiz.de/10001057962
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The probability distribution of foreign exchange price changes : tests of candidate processes
Tucker, Alan L. - In: The review of economics and statistics 70 (1988) 4, pp. 638-647
Persistent link: https://www.econbiz.de/10001058998
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The relative valuation of American currency spot and futures options : theory and empirical tests
Ogden, Joseph P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 4, pp. 351-368
Persistent link: https://www.econbiz.de/10001060150
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Interest rate smoothness and the nonsettling-day behavior of banks
Kopecky, Kenneth J. - In: Journal of economics & business 45 (1993) 3, pp. 297-314
Persistent link: https://www.econbiz.de/10001331166