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~isPartOf:"Global finance journal"
~subject:"Theorie"
~subject:"USA"
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Ghosh, Dilip K.
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Global finance journal
The journal of futures markets
86
Journal of international money and finance
61
NBER working paper series
32
NBER Working Paper
28
Working paper / National Bureau of Economic Research, Inc.
23
Journal of banking & finance
18
Economics letters
16
Journal of international financial markets, institutions & money
16
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15
Discussion paper / Centre for Economic Policy Research
15
Journal of financial and quantitative analysis : JFQA
15
Advances in futures and options research : a research annual
14
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13
Journal of empirical finance
12
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
11
IMF working paper
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International review of economics & finance : IREF
11
Journal of international economics
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8
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8
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8
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8
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7
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7
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7
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1
Future exchange rates and Siegel's paradox
Mallahi-Karai, Keivan
;
Safari, Pedram
- In:
Global finance journal
37
(
2018
),
pp. 168-172
Persistent link: https://www.econbiz.de/10012125340
Saved in:
2
Trades in commodities, financial assets, and currencies : a triangle of arbitrage, hedging and speculative designs
Ghosh, Dilip K.
;
Arize, Augustine Chuck
;
Ghosh, Dipasri
- In:
Global finance journal
28
(
2015
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011478073
Saved in:
3
Cross-listed cross-currency assets and arbitrage with forwards and options
Ghosh, Dilip K.
;
Ghosh, Dipasri
;
Bhatnagar, Chandra Shekhar
- In:
Global finance journal
21
(
2010
)
1
,
pp. 98-110
Persistent link: https://www.econbiz.de/10008990273
Saved in:
4
US-Swiss term structures and exchange rate dynamics
Inci, Ahmet Can
- In:
Global finance journal
18
(
2007
)
2
,
pp. 270-288
Persistent link: https://www.econbiz.de/10003704516
Saved in:
5
Optimal currency hedging
Albuquerque, Rui
- In:
Global finance journal
18
(
2007
)
1
,
pp. 16-33
Persistent link: https://www.econbiz.de/10003612081
Saved in:
6
Currency futures, news releases, and uncertainty resolution
Christie-David, Rohan
;
Chaudhry, Mukesh
- In:
Global finance journal
11
(
2000
)
1/2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10001545845
Saved in:
7
Interest parity, fractional differencing, and the strength of attraction : a reexamination of the cost-of-carry futures pricing model
Jeng, Jau-Lian
- In:
Global finance journal
10
(
1999
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10001417646
Saved in:
8
An empirical examination of currency futures options under stochastic interest rates
Poon, Winnie P. H.
- In:
Global finance journal
9
(
1998
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10001249654
Saved in:
9
The impact of price limits on foreign currency futures' price volatility and market efficiency
Chen, Chao
- In:
Global finance journal
7
(
1996
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10001207055
Saved in:
10
Foreign exchange options markets inefficiency : the abnormal profits generated by an implied volatility based rule
Clyde, William C.
- In:
Global finance journal
6
(
1995
)
1
,
pp. 9-24
Persistent link: https://www.econbiz.de/10001189079
Saved in:
1
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