the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts … is devoloped. The curvature of the volatility strike structure is explained by focusing attention on the expected … characteristic convex shape of volatility strike structures documented in the empirical literature. A volatility-based test for …

We investigate the return and volatility spillovers from major UK banks to Financial Times Stock Exchange 100 (FTSE 100 …–2009 global financial crisis, empirical estimates of uni- and/or bi-directional return and volatility spillovers are provided. The … the FTSE. Nevertheless, strong bi-directional volatility transmission is verified. The continuous time analysis provides …