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Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007-2013
Hui, Cho H.; Fong, Tom - In: International review of economics & finance : IREF 40 (2015), pp. 174-190
Persistent link: https://www.econbiz.de/10011573573
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Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu; Li, Chang-Yi; Chen, Son-nan - In: Review of quantitative finance and accounting 46 (2016) 3, pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
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Pricing options on trend-stationary currencies : applications to the Chinese yuan
Mebane, Michael - In: Journal of risk 18 (2015/2016) 4, pp. 79-101
Persistent link: https://www.econbiz.de/10011578390
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Dynamic interactions between government bonds and exchange rate expectations in currency options
Hui, Cho H.; Tan, Edward - 2016
Persistent link: https://www.econbiz.de/10012200973
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Carry trade strategies based on option-implied information : evidence from a cross-section of funding currencies
Chen, Shu-Hsiu - In: Journal of international money and finance 78 (2017), pp. 1-20
Persistent link: https://www.econbiz.de/10011788340
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Alternative currency hedging strategies with known covariances
Chen, Wei; Kritzman, Mark; Turkington, David - In: Journal of investment management : JOIM 13 (2015) 2, pp. 6-24
Persistent link: https://www.econbiz.de/10011635273
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Financial markets' views about the Euro-Swiss Franc floor
Jermann, Urban J. - In: Journal of money, credit and banking : JMCB 49 (2017) 2/3, pp. 553-565
Persistent link: https://www.econbiz.de/10011708088
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On the credibility of the Euro/Swiss Franc floor : a financial market perspective
Hertrich, Markus; Zimmermann, Heinz - In: Journal of money, credit and banking : JMCB 49 (2017) 2/3, pp. 567-578
Persistent link: https://www.econbiz.de/10011708093
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Currency options, implied interest rates and inflation targeting
Keefe, Helena Glebocki; Rengifo, Erick W. - In: International journal of economics and finance 11 (2019) 2, pp. 119-136
Persistent link: https://www.econbiz.de/10011995167
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Cross economic determinants of implied volatility smile dynamics : three major European currency options
Han, Qian; Liang, Jufang; Wu, Boqiang - In: European financial management : the journal of the … 22 (2016) 5, pp. 817-852
Persistent link: https://www.econbiz.de/10011713158