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The Volatility Risk Premium Embedded in Currency Options
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 40 / Issue 4 / December 2005
- Published online by Cambridge University Press:
- 06 April 2009, pp. 803-832
- Print publication:
- December 2005
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A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 39 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 06 April 2009, pp. 193-208
- Print publication:
- March 2004
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