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Results for exchange rates

Publications & Outputs

  1. Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations

    Peel, D. A. & Spiru, A. M., 10/2018, In : International Journal of Finance and Economics. 23, 4, p. 442-455 14 p.

    Research output: Contribution to journalJournal article

  2. Predictability in implied volatility surfaces: evidence from the Euro OTC FX market

    Chalamandaris, G. & Tsekrekos, A., 2014, In : European Journal of Finance. 20, 1, p. 33-58 26 p.

    Research output: Contribution to journalJournal article

  3. How important is the term structure in implied volatility modelling: evidence from foreign exchange options

    Chalamandaris, G. & Tsekrekos, A., 06/2011, In : Journal of International Money and Finance. 30, 4, p. 623-640 18 p.

    Research output: Contribution to journalJournal article

  4. Nonlinearities in East European Black Market Exchange Rates

    Peel, D. & Speight, A., 01/1997, In : International Journal of Finance and Economics. 2, 1, p. 39-57 19 p.

    Research output: Contribution to journalJournal article