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isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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Volatilität
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Currency derivative
32
Währungsderivat
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13
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13
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Della Corte, Pasquale
2
Azad, A. S. M. Sohel
1
Batten, Jonathan A.
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Chambers, Donald Robert
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Ciner, Cetin
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International review of financial analysis
Journal of financial economics
NBER working paper series
16
NBER Working Paper
14
The journal of futures markets
11
Journal of international money and finance
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of theoretical and applied finance
7
Journal of international financial markets, institutions & money
7
Discussion paper / Centre for Economic Policy Research
6
HKIMR working paper
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Journal of banking & finance
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International journal of economics and finance
5
The European journal of finance
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Applied mathematical finance
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Finance research letters
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of multinational financial management
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Debt, risk and liquidity in futures markets
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EUI working paper / ECO
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Economic modelling
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Emerging markets, finance and trade : EMFT
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Global finance journal
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IMF working papers
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International journal of bonds and derivatives
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1
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
2
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
3
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
4
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
5
What does futures market interest tell us about the macroeconomy and asset prices?
Hong, Harrison G.
;
Yogo, Motohiro
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10009666813
Saved in:
6
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
Saved in:
7
Information transmission across currency futures markets : evidence from frequency domain tests
Ciner, Cetin
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 134-139
Persistent link: https://www.econbiz.de/10009295794
Saved in:
8
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
9
Time-varying risk premia, volatility, and technical trading rule profits : evidence from foreign currency futures markets
Kho, Bong-Chan
- In:
Journal of financial economics
41
(
1996
)
2
,
pp. 249-290
Persistent link: https://www.econbiz.de/10001200419
Saved in:
10
A note on currency option pricing
Nawalkha, Sanjay K.
- In:
International review of financial analysis
4
(
1995
)
1
,
pp. 81-84
Persistent link: https://www.econbiz.de/10001201555
Saved in:
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