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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
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Predictability in international asset returns : a reexamination
Neely, Christopher J.; Weller, Paul A. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 601-620
Persistent link: https://www.econbiz.de/10001540815
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International yield spillovers
Kim, Don H.; Ochoa, Marcelo - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 8, pp. 3613-3643
Persistent link: https://www.econbiz.de/10014465434
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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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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
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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
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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
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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
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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
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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