Work

Conditional volatility and the informational efficiency of the PHLX currency options market

Year: 1995

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(95)00086-v

Authors: Xinzhong Xu, Stephen J. Taylor

Institutions: University of Manchester, Lancaster University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2007246912

FWCI: 9.138

Cites: 32

Cited by: 138

Related to: 10