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1
An Empirical Investigation of Term Structure of Implied Volatilities in Currency Options.
Fouda, H.
;
Kryzanowski, L.
;
To, M.C.
-
HEC Montréal (École des Hautes Études Commerciales)
-
1995
Persistent link: https://www.econbiz.de/10005475157
Saved in:
2
FOREIGN EXCHANGE RATES BASES ON INTEREST AND INFLATION RATE EXPECTATIONS.
GHALBOUNI, J.P.
;
KRYZANOWSKI, L.
-
HEC Montréal (École des Hautes Études Commerciales)
-
1990
Persistent link: https://www.econbiz.de/10005671771
Saved in:
3
Incorporating contemporaneous residual relationships : a new approach
Jalilvand, Abolhassan
- In:
Economics letters
19
(
1985
)
4
,
pp. 319-321
Persistent link: https://www.econbiz.de/10001008948
Saved in:
4
Foreign exchange rates based on interest and inflation rate expectations
Ghalbouni, Joseph P.
;
Kryzanowski, Lawrence
-
1990
Persistent link: https://www.econbiz.de/10000799928
Saved in:
5
Perspectives on Canadian bank insolvency during the 1930s : a comment
Kryzanowski, Lawrence
;
Roberts, Gordon S.
- In:
Journal of money, credit and banking : JMCB
31
(
1999
)
1
,
pp. 130-136
Persistent link: https://www.econbiz.de/10001397749
Saved in:
6
Economic forces and seasonality in security returns
Kryzanowski, Lawrence
- In:
Review of quantitative finance and accounting
2
(
1992
)
3
,
pp. 227-244
Persistent link: https://www.econbiz.de/10001138008
Saved in:
7
Hypothesis testing with the Sharpe and Treynor portfolio : performance measures given non-synchronous trading
Kryzanowski, Lawrence
- In:
Economics letters
32
(
1990
)
4
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001088813
Saved in:
8
Incorporating contemporaneous residual relationships for security prices
Jalilvand, Abolhassan
- In:
Economics letters
31
(
1989
)
3
,
pp. 245-249
Persistent link: https://www.econbiz.de/10001076300
Saved in:
9
Systematic risk in a purely random market model : some empir. evidence for individual publ. utilities
Rahman, Abdul H.
- In:
The journal of financial research
10
(
1987
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001042700
Saved in:
10
Alternative specifications of the errors in the Black-Scholes option pricing model and various implied variance formulas
Rahman, Abdul H.
- In:
Economics letters
21
(
1986
)
1
,
pp. 61-65
Persistent link: https://www.econbiz.de/10001014753
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