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A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter; Gourier, Elise; Huitema, Robert; … - In: Journal of banking & finance 77 (2017), pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
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The pricing of leverage products : an empirical investigation of the German market for "long" and "short" stock index certificates
Wilkens, Sascha; Stoimenov, Pavel A. - In: Journal of banking & finance 31 (2007) 3, pp. 735-750
Persistent link: https://www.econbiz.de/10003429769
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Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M.; Sushko, Vladyslav - In: Journal of banking & finance 37 (2013) 4, pp. 1133-1147
Persistent link: https://www.econbiz.de/10009716241
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Understanding the price of volatility risk in carry trades
Ahmed, Shamim; Valente, Giorgio - In: Journal of banking & finance 57 (2015), pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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Portfolio reallocation and exchange rate dynamics
Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
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Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
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Fitting prices with a complete model
Figà-Talamanca, Gianna; Guerra, Maria Letizia - In: Journal of banking & finance 30 (2006) 1, pp. 247-258
Persistent link: https://www.econbiz.de/10003285602
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Dynamics of realized volatilities and correlations : an empirical study
Ferland, René; Lalancette, Simon - In: Journal of banking & finance 30 (2006) 7, pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
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Two counters of jumps
Câmara, António - In: Journal of banking & finance 33 (2009) 3, pp. 456-463
Persistent link: https://www.econbiz.de/10003807620