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~subject:"United States"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Currency option"
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Currency option
190
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189
Option pricing theory
101
Optionspreistheorie
101
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69
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69
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67
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67
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44
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2
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2
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1
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The journal of futures markets
5
Journal of banking & finance
3
Journal of international money and finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
International review of economics & finance : IREF
2
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Quarterly bulletin / Bank of England
1
Review of derivatives research
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Review of financial economics : RFE
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[Workshop on Developments in Exchange Rate Modelling]
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ECONIS (ZBW)
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1
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:
2
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:
3
Options and central bank currency market intervention : the case of Colombia
Keefe, Helena Glebocki
;
Rengifo, Erick W.
- In:
Emerging markets review
23
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011304180
Saved in:
4
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007-2013
Hui, Cho H.
;
Fong, Tom
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 174-190
Persistent link: https://www.econbiz.de/10011573573
Saved in:
5
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
Saved in:
6
An extended model of currency options applicable as policy tool for central banks with inflation targeting and dollarized economies
Arizmendi Echecopar, Luis F.
- In:
Theoretical economics letters
3
(
2013
)
3
,
pp. 164-167
Persistent link: https://www.econbiz.de/10010239690
Saved in:
7
How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Saved in:
8
Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1175-1188
Persistent link: https://www.econbiz.de/10003977944
Saved in:
9
Foreign exchange, fractional cointegration and the implied–realized volatility relation
Kellard, Neil
;
Dunis, Christian
;
Sarantis, Nicholas
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 882-891
Persistent link: https://www.econbiz.de/10003966120
Saved in:
10
World currency options market efficieny
Hoque, Ariful
- In:
Banks and bank systems : international research journal
5
(
2010
)
2
,
pp. 173-178
Persistent link: https://www.econbiz.de/10008654706
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