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Predicting currency return vol...
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1
A study of diffusion processes for foreign exchange rates
Tucker, Alan L.
- In:
Journal of international money and finance
6
(
1987
)
4
,
pp. 465-478
Persistent link: https://www.econbiz.de/10001043596
Saved in:
2
Predicting currency return volatility
Scott, Elton
- In:
Journal of banking & finance
13
(
1989
)
6
,
pp. 839-851
Persistent link: https://www.econbiz.de/10001080598
Saved in:
3
Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L.
- In:
The journal of financial research
11
(
1988
)
3
,
pp. 201-213
Persistent link: https://www.econbiz.de/10001090733
Saved in:
4
Exchange rates, mixture of normal distributions, and fundamental variables
Johnston, Ken
- In:
Journal of business and economic perspectives
23
(
1997
)
2
,
pp. 13-22
Persistent link: https://www.econbiz.de/10001243377
Saved in:
5
Exchange rates, mixture of normal distributions, and fundamental variables
Johnston, Ken
;
Scott, Elton
- In:
Journal of business and economic perspectives
23
(
1997
)
2
,
pp. 13-22
Persistent link: https://www.econbiz.de/10009880764
Saved in:
6
The cash balance plan as a real option : financial innovation and implicit contacts
Johnston, Ken
;
Hatem, John J.
;
Scott, Elton
- In:
Pensions : an international journal
16
(
2011
)
1
,
pp. 39-50
Persistent link: https://www.econbiz.de/10008987883
Saved in:
7
Individual investors : asset allocation vs. portfolio insurance (puts or calls)
Johnston, Ken
;
Halem, John
;
Scott, Elton
- In:
Financial services review : the journal of individual …
22
(
2013
)
3
,
pp. 291-310
Persistent link: https://www.econbiz.de/10011305912
Saved in:
8
Financial futures, options, and swaps
Tucker, Alan L.
-
1991
Persistent link: https://www.econbiz.de/10000819476
Saved in:
9
Empirical tests of the efficiency of the currency option market
Tucker, Alan L.
- In:
The journal of financial research
8
(
1985
)
4
,
pp. 275-285
Persistent link: https://www.econbiz.de/10001019929
Saved in:
10
Foreign exchange option prices as predictors of equilibrium forward exchange rates
Tucker, Alan L.
- In:
Journal of international money and finance
6
(
1987
)
3
,
pp. 283-294
Persistent link: https://www.econbiz.de/10001043618
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