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AN EMPIRICAL TEST OF THE TIMING OF BOND-REFUNDING DECISIONS

Thatcher, Janet S.; Thatcher, John G. - In: Journal of Financial Research 15 (1992) 3, pp. 219-230

Persistent link: https://www.econbiz.de/10010889494

Non-reversed trade and equilibrium in forward exchange markets

Blenman, Lloyd P.; Chen, Jianguo - In: The Quarterly Review of Economics and Finance 41 (2001) 2, pp. 259-277

Persistent link: https://www.econbiz.de/10005378640

Power exchange options

Blenman, Lloyd P.; Clark, Steven P. - In: Finance Research Letters 2 (2005) 2, pp. 97-106

Persistent link: https://www.econbiz.de/10005397325

EQUILIBRIUM CONDITIONS OF FORWARD EXCHANGE MARKET EXPRESSED IN A SIMPLE GEOMETRIC STRUCTURE

CHEN, JIANGUO; BLENMAN, LLOYD P. - In: International Journal of Theoretical and Applied … 08 (2005) 07, pp. 915-932

The paper focuses on the market equilibrium conditions in forward exchange quotes. By careful analysis of the market arbitrage conditions, market supply and demand, we construct the equilibrium ranges for bid and ask forward quotes separately. We present our analysis in a bid-ask cost structure...

Persistent link: https://www.econbiz.de/10004971809

New Insights on the Implied and Realized Volatility Relation

Blenman, Lloyd P.; Wang, Guan Jun - In: Review of Pacific Basin Financial Markets and Policies … 15 (2012) 01, pp. 1250001-1

Existing studies on the informational content of at-the-money implied volatility (ATMIV) and past realized volatility (PRV) and the relation between the two have mainly focused on a single short forecast horizon and conclude that ATMIV outperforms PRV. We examine the relation between implied and...

Persistent link: https://www.econbiz.de/10010883263

Non-reversed trades: Further implications for currency trading

Blenman, Lloyd P. - In: International Review of Economics & Finance 9 (2000) 3, pp. 243-255

Persistent link: https://www.econbiz.de/10005107337

Diversifying internationally: disentangling hedging, valuation and capital cost effects

Blenman, Lloyd P. - In: Journal of Multinational Financial Management 14 (2004) 2, pp. 97-103

Persistent link: https://www.econbiz.de/10005108707

Hedging, speculating and risk diversification in international markets: An editorial review

Blenman, Lloyd P. - In: International Review of Financial Analysis 17 (2008) 4, pp. 645-646

Persistent link: https://www.econbiz.de/10005221892

Valuation impact of currency crises: Evidence from the ADR market

Bin, Feng-Shun; Blenman, Lloyd P.; Chen, Dar-Hsin - In: International Review of Financial Analysis 13 (2004) 4, pp. 411-432

Persistent link: https://www.econbiz.de/10005229061

Cross currency option pricing

Blenman, Lloyd P.; Ayadi, O. Felix - In: Global Finance Journal 8 (1997) 1, pp. 159-166

Persistent link: https://www.econbiz.de/10005235008