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isPartOf:"International review of financial analysis"
~subject:"Volatilität"
~isPartOf:"Journal of financial economics"
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Volatilität
Currency derivative
32
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Della Corte, Pasquale
2
Ciner, Cetin
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Kho, Bong-Chan
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International review of financial analysis
Journal of financial economics
The journal of futures markets
9
Journal of international money and finance
7
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5
NBER working paper series
5
The European journal of finance
5
Finance research letters
4
International journal of economics and finance
4
International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Applied mathematical finance
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Debt, risk and liquidity in futures markets
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Emerging markets, finance and trade : EMFT
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HKIMR working paper
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International journal of bonds and derivatives
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Australasian accounting business and finance journal : AABF
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Financial engineering and the Japanese markets
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Global business and finance review
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
2
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
3
What does futures market interest tell us about the macroeconomy and asset prices?
Hong, Harrison G.
;
Yogo, Motohiro
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10009666813
Saved in:
4
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
Saved in:
5
Information transmission across currency futures markets : evidence from frequency domain tests
Ciner, Cetin
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 134-139
Persistent link: https://www.econbiz.de/10009295794
Saved in:
6
Time-varying risk premia, volatility, and technical trading rule profits : evidence from foreign currency futures markets
Kho, Bong-Chan
- In:
Journal of financial economics
41
(
1996
)
2
,
pp. 249-290
Persistent link: https://www.econbiz.de/10001200419
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