//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Exchange rate"
~subject:"US dollar"
~subject:"Wechselkurs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Currency option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
US dollar
Wechselkurs
Currency option
40
Devisenoption
36
Option pricing theory
21
Optionspreistheorie
21
Currency derivative
15
Volatility
15
Volatilität
15
Währungsderivat
15
Estimation
7
Schätzung
7
Option trading
6
Optionsgeschäft
6
Currency options
5
Exchange rate policy
5
Theorie
5
Theory
5
Wechselkurspolitik
5
currency options
5
Stochastic process
4
Stochastischer Prozess
4
Welt
4
World
4
Währungsrisiko
4
currency option
4
ARCH model
3
ARCH-Modell
3
EU countries
3
EU-Staaten
3
Esscher transform
3
Exchange rate risk
3
Forecasting model
3
Foreign exchange management
3
Geldpolitik
3
Monetary policy
3
Prognoseverfahren
3
Risikomanagement
3
Risikoprämie
3
Risk premium
3
more ...
less ...
Online availability
All
Undetermined
Free
40
Type of publication
All
Article
11
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Language
All
English
15
Author
All
Kremens, Lukas
2
Martin, Ian
2
Bhat, Aparna Prasad
1
Campa, José Manuel
1
Campani, Carlos Heitor
1
Carrasco, José A.
1
Chang, P. H. Kevin
1
Chen, Jun-Home
1
Chuang, Ming-Che
1
Della Corte, Pasquale
1
Driessen, Joost
1
Fullwood, Jonathan
1
Han, Qian
1
James, Jessica
1
Jermann, Urban J.
1
Lian, Yu-Min
1
Liang, Jufang
1
Liao, Szu-Lang
1
Lin, Shih-kuei
1
Marcato, Gianluca
1
Marsh, Ian
1
Maré, E.
1
Perotti, Enrico C.
1
Pincheira, Pablo
1
Refalo, James F.
1
Reus, Lorenzo
1
Sarno, Lucio
1
Schmeling, Maik
1
Sebehela, Tumellano
1
Shiraya, Kenichiro
1
Venter, Pierre J.
1
Wagner, Christian
1
Wen, Chin-Hsiang
1
Wu, Boqiang
1
Yamakami, Tomohisa
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
3
Finance research letters
2
Discussion papers / CEPR
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
International review of economics & finance : IREF
1
Journal for studies in economics and econometrics : SEE
1
Journal of Indian business research
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
The American economic review
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Construction of a volatility index from exchange-traded dollar-rupee options
Bhat, Aparna Prasad
- In:
Journal of Indian business research
14
(
2022
)
4
,
pp. 403-425
Persistent link: https://www.econbiz.de/10013537567
Saved in:
3
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
4
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
-
2021
Persistent link: https://www.econbiz.de/10012502051
Saved in:
5
GARCH option pricing and implied FX volatility indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
6
Do it with a smile : forecasting volatility with currency options
Reus, Lorenzo
;
Carrasco, José A.
;
Pincheira, Pablo
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012436844
Saved in:
7
Valuation and empirical analysis of currency options
Chuang, Ming-Che
;
Wen, Chin-Hsiang
;
Lin, Shih-kuei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 71-91
Persistent link: https://www.econbiz.de/10012390660
Saved in:
8
The quanto theory of exchange rates
Kremens, Lukas
;
Martin, Ian
- In:
The American economic review
109
(
2019
)
3
,
pp. 810-843
Persistent link: https://www.econbiz.de/10011992874
Saved in:
9
Volatility smiles when information is lagged in prices
Marcato, Gianluca
;
Sebehela, Tumellano
;
Campani, Carlos …
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 151-165
Persistent link: https://www.econbiz.de/10012036614
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->