Works matching DE "CURRENCY options"

Results: 109

Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts.

Published in:

International Economics & Economic Policy, 2015, v. 12, n. 1, p. 127, doi. 10.1007/s10368-014-0289-4

By:

Pilbeam, Keith;
Langeland, Kjell

Publication type:

Article

The Trading Volume of Currency Options and the Spot Exchange Rate.

Published in:

Emerging Markets Finance & Trade, 2006, v. 42, n. 3, p. 91, doi. 10.2753/REE1540-496X420305

By:

Machnes, Yaffa

Publication type:

Article

Tests of an American Option Pricing Model on the Foreign Currency Options Market.

Published in:

Journal of Financial & Quantitative Analysis, 1987, v. 22, n. 2, p. 153, doi. 10.2307/2330710

By:

Bodurtha Jr., James N.;
Courtadon, Georges R.

Publication type:

Article

Valuation of Foreign Currency Options: Some Empirical Tests.

Published in:

Journal of Financial & Quantitative Analysis, 1986, v. 21, n. 2, p. 145, doi. 10.2307/2330734

By:

Shastri, Kuldeep;
Tandon, Kishore

Publication type:

Article

DEMONETISATION: ANALYSIS OF ITS CURRENT KEY EFFECTS ON THE INDIAN ECONOMY.

Published in:

CLEAR International Journal of Research in Commerce & Management, 2017, v. 8, n. 3, p. 74

By:

SAZID, MOHD

Publication type:

Article

Currency Options and Export-Flexible Firms.

Published in:

Bulletin of Economic Research, 2004, v. 56, n. 4, p. 379, doi. 10.1111/j.1467-8586.2004.00211.x

By:

Kit Pong Wong;
Ho Yin Yick

Publication type:

Article

On the Neglect of Foreign Exchange Risk Premiums.

Published in:

Empirical Economics, 1985, v. 10, n. 1, p. 59, doi. 10.1007/BF01988283

By:

Granziol, M. J.

Publication type:

Article

Problems of financial integration in the EU.

Published in:

Journal of European Public Policy, 2005, v. 12, n. 6, p. 1005, doi. 10.1080/13501760500270679

By:

Grahl, John;
Teague, Paul

Publication type:

Article

DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE.

Published in:

Mathematical Finance, 2007, v. 17, n. 2, p. 285, doi. 10.1111/j.1467-9965.2006.00304.x

By:

Larsen, Kristian Stegenborg;
Sørensen, Michael

Publication type:

Article

MONETARY REGIMES : A PUBLIC CHOICE PERSPECTIVE.

Published in:

South African Journal of Economics, 2004, v. 72, n. 1, p. 51, doi. 10.1111/j.1813-6982.2004.tb00104.x

By:

Spindler, Z. A.

Publication type:

Article

Uncertain Currency Model and Currency Option Pricing.

Published in:

International Journal of Intelligent Systems, 2015, v. 30, n. 1, p. 40, doi. 10.1002/int.21680

By:

Liu, Yuhan;
Chen, Xiaowei;
Ralescu, Dan A.

Publication type:

Article

Is Euro Area an Optimal Currency Area and What Barriers Could Obstruct Its Future Development?

Published in:

Economic Studies & Analyses / Acta VSFS, 2013, v. 7, n. 2, p. 123

By:

VRŇÁKOVÁ, IRENA;
BARTUŠKOVÁ, HANA

Publication type:

Article

Currency Option Pricing and Realized Volatility.

Published in:

Banking & Finance Review, 2010, v. 2, n. 1, p. 73

By:

Manzur, Meher;
Hoque, Ariful;
Poitras, Geoff

Publication type:

Article

International Currency Competition: Dollar vs. Euro.

Published in:

SERI Quarterly, 2009, v. 2, n. 2, p. 62

By:

Cheol S. Eun

Publication type:

Article

Foreign exchange option pricing in the currency cycle with jump risks.

Published in:

Review of Quantitative Finance & Accounting, 2015, v. 44, n. 4, p. 755, doi. 10.1007/s11156-013-0425-1

By:

Lin, Chien-Hsiu;
Lin, Shih-Kuei;
Wu, An-Chi

Publication type:

Article

Option volume, strike distribution, and foreign exchange rate movements.

Published in:

Review of Quantitative Finance & Accounting, 2008, v. 30, n. 1, p. 49, doi. 10.1007/s11156-007-0041-z

By:

Cassano, Mark;
Han, Bing

Publication type:

Article

Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data.

Published in:

Review of Quantitative Finance & Accounting, 2004, v. 23, n. 4, p. 299, doi. 10.1023/B:REQU.0000049318.78363.3c

By:

Harikumar, T.;
De Boyrie, Maria E.;
Pak, Simon J.

Publication type:

Article

Maturity Effect on Bid-Ask Spreads of OTC Currency Options.

Published in:

Review of Quantitative Finance & Accounting, 2003, v. 21, n. 1, p. 5, doi. 10.1023/A:1024883004298

By:

Beng-Soon Chong;
Ding, David K.;
Kok-Hui Tan

Publication type:

Article

Predicting nominal exchange rate movements using skewness information from options prices.

Published in:

International Journal of Finance & Economics, 2010, v. 15, n. 1, p. 75, doi. 10.1002/ijfe.393

By:

RATCLIFF, RYAN

Publication type:

Article

Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian-Pacific Currency Options.

Published in:

Computational Economics, 2013, v. 41, n. 3, p. 327, doi. 10.1007/s10614-012-9322-2

By:

Chalamandaris, Georgios;
Tsekrekos, Andrianos

Publication type:

Article

Desarrollo práctico de la UTILIZACIÓN de opciones como instrumento de cobertura.

Published in:

Revista Contable, 2012, n. 5, p. 38

By:

Morales Díaz, José

Publication type:

Article

Currency Options and the Optimal Hedging of Contingent Foreign Exchange Exposure.

Published in:

Economica, 1993, v. 60, n. 240, p. 413, doi. 10.2307/2554570

By:

Steil, Benn

Publication type:

Article

SOME CONSIDERATIONS ON THE ECONOMIC COMPONENT OF CANTEMIRIAN THINKING.

Published in:

Cogito (2066-7094), 2013, v. 5, n. 4 Supp, p. 370

By:

Badea, Marin

Publication type:

Article

PRICING BRAZILIAN EXCHANGE RATE OPTIONS USING AN ADAPTIVE NETWORK-BASED FUZZY INFERENCE SYSTEM.

Published in:

Fuzzy Economic Review, 2011, v. 16, n. 2, p. 59, doi. 10.25102/fer.2011.02.04

By:

Maciel, Leandro S.

Publication type:

Article

Pricing Currency Options with Intra-Daily Implied Volatility.

Published in:

Australasian Accounting Business & Finance Journal, 2015, v. 9, n. 1, p. 43, doi. 10.14453/aabfj.v9i1.4

By:

Hoque, Ariful;
Kalev, Petko S.

Publication type:

Article

A Proposed Solution for the Chicken- Egg Dilemma in Pricing Currency Options.

Published in:

Australasian Accounting Business & Finance Journal, 2013, v. 7, n. 2, p. 71, doi. 10.14453/aabfj.v7i2.6

By:

Hoque, Ariful;
Krishnamurti, Chandrasekhar

Publication type:

Article

The future of United Kingdom monetary union and Scottish independence.

Published in:

Law & Financial Markets Review, 2013, v. 7, n. 5, p. 239, doi. 10.5235/17521440.7.5.239

By:

CAMPBELL, ANDREW

Publication type:

Article

Equilibrium pricing of currency options under a discontinuous model in a two-country economy.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2016, v. 20, n. 2, p. 185, doi. 10.1515/snde-2015-0001

By:

Yu Xing;
Xiaoping Yang

Publication type:

Article

Multi-criteria classification for pricing European options.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2016, v. 20, n. 2, p. 123, doi. 10.1515/snde-2014-0094

By:

Gradojevic, Nikola

Publication type:

Article

Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 157, doi. 10.1007/s10690-007-9057-6

By:

Nakajima, Katsushi;
Maeda, Akira

Publication type:

Article

An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 69, doi. 10.1007/s10690-007-9054-9

By:

Takahashi, Akihiko;
Takehara, Kohta

Publication type:

Article

A Note on the Term Structure of Implied Volatilities for the Yen/U.S. Dollar Currency Option.

Published in:

Asia-Pacific Financial Markets, 1998, v. 5, n. 3, p. 227, doi. 10.1023/A:1010041822931

By:

Takezawa, Nobuya;
Shiraishi, Noriyoshi

Publication type:

Article

METHODS OF REDUCING EXCHANGE RATE RISK BY ENTERPRISES.

Published in:

Organization & Management Quarterly / Organizacja i Zarządzanie : Kwartalnik Naukowy, 2016, v. 36, n. 4, p. 121

By:

SZLĄZAK, Rafał Artur

Publication type:

Article

A GENERAL ASSESSMENT OF THE MONETARY INTEGRATION PROCESS IN EUROPE AFTER EURO ADOPTION.

Published in:

Financial Studies, 2013, v. 17, n. 4, p. 35

By:

CRISTE, Adina

Publication type:

Article

The Price of Options Illiquidity.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 789, doi. 10.1111/0022-1082.00346

By:

Brenner, Menachem;
Eldor, Rafi;
Hauser, Shmuel

Publication type:

Article

Equilibrium Valuation of Foreign Exchange Claims.

Published in:

Journal of Finance (Wiley-Blackwell), 1997, v. 52, n. 2, p. 799, doi. 10.1111/j.1540-6261.1997.tb04822.x

By:

Bakshi, Gurdip S.;
Chen, Zhiwu

Publication type:

Article

Efficiency Tests of the Foreign Currency Options Market.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 1, p. 151, doi. 10.1111/j.1540-6261.1986.tb04496.x

By:

BODURTHA Jr., JAMES N.;
COURTADON, GEORGES R.

Publication type:

Article

A Quadratic Method for the Calculation of Implied Volatility Using the Garman-Kohlhagen Model.

Published in:

Financial Analysts Journal, 1996, v. 52, n. 2, p. 61, doi. 10.2469/faj.v52.n2.1981

By:

Bharadia, M. A. J.;
Christofides, N.;
Salkin, G. R.

Publication type:

Article

A Stochastic Programming Model for Currency Option Hedging.

Published in:

Annals of Operations Research, 2000, v. 100, n. 1-4, p. 227, doi. 10.1023/A:1019296422231

By:

Wu, Jason;
Sen, Suvrajeet

Publication type:

Article

THE POSSIBILITY OF CREATING A GLOBAL CURRENCY, AND THE PATH TO ITS REALIZATION.

Published in:

World Review of Political Economy, 2011, v. 2, n. 4, p. 553

By:

Enfu Cheng;
Cui Wang

Publication type:

Article

Financial Crises and the Challenge of "Moral Hazard".

Published in:

Society, 1999, v. 36, n. 5, p. 60, doi. 10.1007/BF02686153

By:

Wolf Jr., Charles

Publication type:

Article

La dolarización en México: causas y consecuencias.

Published in:: Monetaria, 1982, v. 5, n. 4, p. 439
Publication type:: Article

Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings.

Published in:

Journal of Finance (Wiley-Blackwell), 1979, v. 34, n. 5, p. 1129, doi. 10.1111/j.1540-6261.1979.tb00060.x

By:

FEIGER, GEORGE;
JACQUILLAT, BERTRAND

Publication type:

Article

A NOTE ON CURRENCY OPTION PRICING MODELS.

Published in:

Journal of Business Finance & Accounting, 1985, v. 12, n. 3, p. 429, doi. 10.1111/j.1468-5957.1985.tb00844.x

By:

Yang, Ho C.

Publication type:

Article

An Empirical Test of Efficiency of Exchange-Traded Currency Options in India.

Published in:

Business & Economics Research Journal, 2015, v. 6, n. 4, p. 1

By:

Bhat, Aparna;
Arekar, Kirti

Publication type:

Article

ASSESSING THE IMPLEMENTATION OF REAL CONVERGENCE IN ROMANIA.

Published in:

Annals of the University of Oradea, Economic Science Series, 2009, v. 18, n. 1, p. 472

By:

Dragos, Ungureanu Mihai;
Bogdan, Stoian Florin;
Horia, Ionescu George;
Dana, Vilag Ruxandra

Publication type:

Article

LA ROUMANIE ET L'ADHÉSION ACCÉLERÉE À LA ZONE EURO.

Published in:

Annals of the University of Oradea, Economic Science Series, 2009, v. 18, n. 1, p. 348

By:

Iulia, Lacrois Yvonne

Publication type:

Article

TARGET 2 -- THE NEW EU INNOVATION AND TRANSFORMATION RTGS SYSTEM.

Published in:

Annals of the University of Oradea, Economic Science Series, 2008, v. 17, n. 3, p. 767

By:

Marius, Herbei;
Florin, Dumiter

Publication type:

Article

Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model.

Published in:

Applied Mathematical Finance, 2015, v. 22, n. 1, p. 1, doi. 10.1080/1350486X.2014.928227

By:

Ahlip, Rehez;
Rutkowski, Marek

Publication type:

Article

Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing.

Published in:

Applied Mathematical Finance, 2014, v. 21, n. 1, p. 32, doi. 10.1080/1350486X.2013.798452

By:

Wang, Guanying;
Wang, Xingchun;
Wang, Yongjin

Publication type:

Article