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Volkswirtschaftslehre Essen, Germany
RePEc:edi:vwessde (more details at EDIRC)
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CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Broll, Michael, 2016.
"The skewness risk premium in currency markets,"
Economic Modelling, Elsevier, vol. 58(C), pages 494-511.
- José Da Fonseca & Edem Dawui, 2021. "Semivariance and semiskew risk premiums in currency markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 290-324, March.
- Martin Iseringhausen, 2018.
"The Time-Varying Asymmetry Of Exchange Rate Returns: A Stochastic Volatility – Stochastic Skewness Model,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
18/944, Ghent University, Faculty of Economics and Business Administration.
- Iseringhausen, Martin, 2020. "The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 275-292.
- Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2018. "The use of option prices in order to evaluate the skewness risk premium," Department of Economics 0132, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
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