Items where Author is "James, J."
Article
Fullwood, J., James, J. & Marsh, I. W. 
ORCID: 0000-0002-0483-8658 (2021).
Volatility and the cross-section of returns on FX options.
Journal of Financial Economics, 141(3),
pp. 1262-1284.
doi: 10.1016/j.jfineco.2021.04.030
Dupuy, P., James, J. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020).
Attractive and non-attractive currencies.
Journal of International Money and Finance, 110,
article number 102253.
doi: 10.1016/j.jimonfin.2020.102253
Book Section
Della Corte, P., Sarno, L. & Tsiakas, I. (2012). Volatility and Correlation Timing in Active Currency Management. In: James, J., Marsh, I. W. & Sarno, L. (Eds.), Handbook of Exchange Rates. (pp. 421-447). New Jersey, USA: Wiley. doi: 10.1002/9781118445785.ch15