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person:"Cifarelli, Giulio"
~person:"Batten, Jonathan A."
~person:"Tucker, Alan L."
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Cifarelli, Giulio
Batten, Jonathan A.
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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:
2
Currency swaps and Australian debt management practice
Yusuf, Alham
;
Batten, Jonathan A.
- In:
Credit, currency, or derivatives : instruments of …
,
(pp. 293-327)
.
2008
Persistent link: https://www.econbiz.de/10003921212
Saved in:
3
Scaling relationships of Gaussian processes
Batten, Jonathan A.
;
Ellis, Craig
- In:
Economics letters
72
(
2001
)
3
,
pp. 291-296
Persistent link: https://www.econbiz.de/10001602342
Saved in:
4
Scaling laws in variance as a measure of long-term dependence
Batten, Jonathan A.
;
Ellis, Craig
;
Mellor, Robert
- In:
International review of financial analysis
8
(
1999
)
2
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001495506
Saved in:
5
The exchange rate crisis of September 1992 and the pricing of Italian financial futures
Cifarelli, Giulio
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 827-849
Persistent link: https://www.econbiz.de/10001249186
Saved in:
6
Statistical long-term dependence in currency futures markets
Batten, Jonathan A.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 159-170
Persistent link: https://www.econbiz.de/10001250669
Saved in:
7
Ex ante real interest rate differentials, ex ante real exchange rate changes and the pricing of forward exchange rates
Cifarelli, Giulio
- In:
Giornale degli economisti e annali di economia
54
(
1995
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001192869
Saved in:
8
A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
Hilliard, Jimmy E.
- In:
Journal of banking & finance
16
(
1992
)
6
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10001136204
Saved in:
9
Exchange rate market efficiency tests and cointegration analysis
Cifarelli, Giulio
- In:
Economia internazionale
45
(
1992
)
2
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001137518
Saved in:
10
Market-determined premia for American currency spot options
Hilliard, Jimmy E.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
Saved in:
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