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subject:"Yen"
~subject:"United States"
~subject:"currency options"
~type_genre:"Aufsatz in Zeitschrift"
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Yen
United States
currency options
Currency option
189
Devisenoption
189
Option pricing theory
101
Optionspreistheorie
101
Volatility
69
Volatilität
69
Theorie
67
Theory
67
Currency derivative
45
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45
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38
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23
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Aufsatz in Zeitschrift
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Bali, Turan G.
2
Bhat, Aparna
2
Guo, Dajiang
2
Kanas, Angelos
2
Karagozoglu, Ahmet K.
2
Malz, Allan Martin
2
Nikkinen, Jussi
2
Vähämaa, Sami
2
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1
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1
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1
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1
Bierwag, Gerald O.
1
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1
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1
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1
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1
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1
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1
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Kuo, I.-doun
1
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of futures markets
4
International journal of economics and finance
3
Journal of banking & finance
2
Journal of economics & business
2
Journal of international money and finance
2
Journal of money, credit and banking : JMCB
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Journal of multinational financial management
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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Journal of international financial markets, institutions & money
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Journal of investment management : JOIM
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Journal of risk
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Quarterly bulletin / Bank of England
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Review of derivatives research
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Review of financial economics : RFE
1
The journal of computational finance
1
The journal of finance : the journal of the American Finance Association
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Theoretical economics letters
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[Workshop on Developments in Exchange Rate Modelling]
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ECONIS (ZBW)
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1
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
Saved in:
2
Do simple traders' rules perform better than the GARCH model? : evidence from currency options in India
Bhat, Aparna
- In:
International journal of financial markets and derivatives
6
(
2018
)
3
,
pp. 183-209
Persistent link: https://www.econbiz.de/10011870308
Saved in:
3
Pricing currency call options
Abraham, Rebecca
- In:
Theoretical economics letters
8
(
2018
)
11
,
pp. 2271-2289
Persistent link: https://www.econbiz.de/10011911640
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
Saved in:
8
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
Saved in:
9
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
Saved in:
10
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
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