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~isPartOf:"Journal of international money and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Journal of international money and finance
The North American journal of economics and finance : a journal of financial economics studies
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1
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
2
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
3
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
4
Exchange rate forecasting on a napkin
Ca'Zorzi, Michele
;
Rubaszek, Michał
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012395198
Saved in:
5
Mispricing and trader positions in the S&P 500 index futures market
Lai, Ya-Wen
;
Lin, Chiou-Fa
;
Tang, Mei-Ling
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 250-265
Persistent link: https://www.econbiz.de/10011938115
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