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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
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1
Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1731-1763
Persistent link: https://www.econbiz.de/10011928406
Saved in:
2
New evidence on the forward premium puzzle
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 875-897
Persistent link: https://www.econbiz.de/10011610136
Saved in:
3
The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.
;
Weller, Paul A.
;
Ulrich, Joshua M.
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
2
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003865573
Saved in:
4
Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
Saved in:
5
Cross-hedging with currency options and futures
Chang, Eric Chieh
;
Kit, Pong Wong
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 555-574
Persistent link: https://www.econbiz.de/10001794042
Saved in:
6
Non-informative tests of the unbiased forward exchange rate
Barnhart, Scott W.
;
McNown, Robert F.
;
Wallace, Myles Stuart
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 265-291
Persistent link: https://www.econbiz.de/10001436322
Saved in:
7
Pricing term structure risk in futures markets
Roon, Frans de
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001243201
Saved in:
8
Efficient selection of insured currency positions : protective puts vs. fiduciary calls
Conover, James A.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 295-312
Persistent link: https://www.econbiz.de/10001217171
Saved in:
9
The short-run dynamics of the price adjustment to new information
Ederington, Louis H.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
1
,
pp. 117-134
Persistent link: https://www.econbiz.de/10001218108
Saved in:
10
Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
Brenner, Robin James
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10001218112
Saved in:
11
Foreign exchange forward and futures prices : are they equal?
Dezhbakhsh, Hashem
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001166026
Saved in:
12
The term structure of volatility implied by foreign exchange options
Xu, Xinzhong
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001166027
Saved in:
13
On universal currency hedges
Adler, Michael
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10001122228
Saved in:
14
Testing the unbiased forward rate hypothesis : evidence on unit roots, co-integration, and stochastic coefficients
Barnhart, Scott W.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 245-267
Persistent link: https://www.econbiz.de/10001106732
Saved in:
15
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:
16
Pricing European currency options : a comparison of the modified Black-Scholes model and a random variance model
Chesney, Marc
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001074017
Saved in:
17
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:
18
Tests of an American option pricing model on the foreign currency options market
Bodurtha, James N.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
2
,
pp. 153-167
Persistent link: https://www.econbiz.de/10001025736
Saved in:
19
Valuation of foreign currency options : some empir. tests
Shastri, Kuldeep
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
2
,
pp. 145-160
Persistent link: https://www.econbiz.de/10001010782
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