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~isPartOf:"The journal of futures markets"
~subject:"Option pricing theory"
~subject:"Theory"
~subject:"USA"
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Option pricing theory
Theory
USA
Currency derivative
116
Währungsderivat
116
United States
61
Hedging
42
Theorie
32
Derivat
10
Derivative
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Krull, Steven Brian
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The journal of futures markets
Journal of international money and finance
61
NBER working paper series
35
NBER Working Paper
30
Working paper / National Bureau of Economic Research, Inc.
25
Journal of banking & finance
20
Journal of international financial markets, institutions & money
18
Applied financial economics
16
Economics letters
16
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
Discussion paper
13
Global finance journal
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IMF working paper
12
International review of economics & finance : IREF
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Journal of empirical finance
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Journal of international economics
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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Finance research letters
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IMF working papers
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EUI working paper / ECO
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International review of financial analysis
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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European economic review : EER
9
Working paper
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Economic modelling
8
International journal of theoretical and applied finance
8
Journal of money, credit and banking : JMCB
8
The Manchester School of Economic and Social Studies
8
Applied economics
7
Discussion paper / Tinbergen Institute
7
Review of futures markets
7
Staff reports / Federal Reserve Bank of New York
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Discussion papers / CEPR
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Diskussionsbeiträge / 2
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International economic journal
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International journal of economics and finance
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ECONIS (ZBW)
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1
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
2
Information flow between forward and spot markets : evidence from the Chinese Renminbi
Tong, Jiadong
;
Wang, Zijun
;
Yang, Jian
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 695-718
Persistent link: https://www.econbiz.de/10011568547
Saved in:
3
Cross hedging with currency forward contracts
Kit, Pong Wong
- In:
The journal of futures markets
33
(
2013
)
7
,
pp. 653-674
Persistent link: https://www.econbiz.de/10009756541
Saved in:
4
A new look at the forward premium "puzzle"
Al-Zoubi, Haitham A.
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 599-628
Persistent link: https://www.econbiz.de/10009009215
Saved in:
5
Large trades and intraday futures price behavior
Frino, Alex
;
Bjursell, Johan
;
Wang, George H. K.
; …
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
Saved in:
6
The pricing of foreign currency options under jump-diffusion processes
Ahn, Chang-mo
;
Cho, D. C.
;
Park, Keehwan
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 669-695
Persistent link: https://www.econbiz.de/10003493149
Saved in:
7
Intraday price-reversal patterns in the currency futures market : the impact of the introduction of GLOBEX and the euro
Rentzler, Joel Conrad
;
Tandon, Kishore
;
Yu, Susana
- In:
The journal of futures markets
26
(
2006
)
11
,
pp. 1089-1130
Persistent link: https://www.econbiz.de/10003392004
Saved in:
8
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
9
Distributions inplied by American currency futures options : A ghost's smile?
Cincibuch, Martin
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 147-178
Persistent link: https://www.econbiz.de/10001905030
Saved in:
10
Predicting financial volatility : high-frequency time-series forecasts vis-à-Vis implied volatility
Martens, Martin
;
Zein, Jason
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1005-1028
Persistent link: https://www.econbiz.de/10002248611
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