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Items where Author is "James, J."

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Article

Fullwood, J., James, J. and 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. and Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020). Attractive and non-attractive currencies. Journal of International Money and Finance, 110, 102253.. doi: 10.1016/j.jimonfin.2020.102253

Book Section

Della Corte, P., Sarno, L. and Tsiakas, I. (2012). Volatility and Correlation Timing in Active Currency Management. In: James, J., Marsh, I. W. and Sarno, L. (Eds.), Handbook of Exchange Rates. (pp. 421-447). New Jersey, USA: Wiley. ISBN 9780470768839

This list was generated on Thu Sep 23 05:21:37 2021 UTC.