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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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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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Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia; Jin, Xisong; Lehnert, Thorsten; … - In: Journal of empirical finance 33 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011556851
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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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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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International stochastic discount factors and covariance risk
Branger, Nicole; Herold, Michael; Muck, Matthias - In: Journal of banking & finance 123 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
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Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - 2021
Persistent link: https://www.econbiz.de/10012502051
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The hedging channel of exchange rate determination
Liao, Gordon; Zhang, Tony - 2020 - This draft: May 2020
Persistent link: https://www.econbiz.de/10012229170