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~person:"Caples, Stephen C."
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Caples, Stephen C.
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The journal of futures markets
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2
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ECONIS (ZBW)
15
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1
A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
Hilliard, Jimmy E.
- In:
Journal of banking & finance
16
(
1992
)
6
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10001136204
Saved in:
2
Cointegration, error-correction, and joint efficiency in forward and futures markets for major foreign currencies
Mishra, Banamber
- In:
Global finance journal
3
(
1992
)
2
,
pp. 171-180
Persistent link: https://www.econbiz.de/10001136751
Saved in:
3
A redetermination of hedging strategies using foreign currency futures contracts and forward markets
Herbst, Anthony F.
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 93-104
Persistent link: https://www.econbiz.de/10001124726
Saved in:
4
Market-determined premia for American currency spot options
Hilliard, Jimmy E.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
Saved in:
5
Hedging foreign exchange exposure in the Japanese yen
Herbst, Anthony F.
- In:
Global finance journal
2
(
1991
)
3
,
pp. 243-253
Persistent link: https://www.econbiz.de/10001124268
Saved in:
6
Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
Saved in:
7
Impact of the Louvre Accord on actual and anticipated exchange rate volatilities
Tucker, Alan L.
- In:
Journal of international financial markets, …
1
(
1991
)
2
,
pp. 43-59
Persistent link: https://www.econbiz.de/10001109982
Saved in:
8
Hedging effectiveness and minimum risk hedge ratios in the presence of autocorrelation : foreign currency futures
Herbst, Anthony F.
- In:
The journal of futures markets
9
(
1989
)
3
,
pp. 185-197
Persistent link: https://www.econbiz.de/10001149527
Saved in:
9
Predicting currency return volatility
Scott, Elton
- In:
Journal of banking & finance
13
(
1989
)
6
,
pp. 839-851
Persistent link: https://www.econbiz.de/10001080598
Saved in:
10
Implied spot rates as predictors of currency returns : a note
Peterson, David R.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001057962
Saved in:
11
The relative valuation of American currency spot and futures options : theory and empirical tests
Ogden, Joseph P.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
4
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001060150
Saved in:
12
Foreign exchange option prices as predictors of equilibrium forward exchange rates
Tucker, Alan L.
- In:
Journal of international money and finance
6
(
1987
)
3
,
pp. 283-294
Persistent link: https://www.econbiz.de/10001043618
Saved in:
13
Empirical tests of the efficiency of the currency futures options market
Ogden, Joseph P.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 695-703
Persistent link: https://www.econbiz.de/10001149658
Saved in:
14
A comparison of the currency forward markets and the currency futures markets for hedging foreign currency risk
Caples, Stephen C.
-
1985
Persistent link: https://www.econbiz.de/10000738220
Saved in:
15
Empirical tests of the efficiency of the currency option market
Tucker, Alan L.
- In:
The journal of financial research
8
(
1985
)
4
,
pp. 275-285
Persistent link: https://www.econbiz.de/10001019929
Saved in:
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