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Global finance journal
The journal of futures markets
62
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13
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11
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8
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7
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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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
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