Results 71 to 80 of about 14,628 (253)
FX volatility smile construction [PDF]
, 2009 The foreign exchange options market is one of the largest and most liquid OTC derivative markets in the world. Surprisingly, very little is known in the academic literature about the construction of the most important object in this market: The implied ...
Reiswich, Dimitri, Wystup, Uwe
core
Therapeutic aQompaniments: Walking together in hypnotherapy—and ethnography
Ethos, EarlyView.Abstract Drawing on ethnographic data collected over 16 months of fieldwork with Indonesian hypnotherapists, this article investigates the suitability of different relationalities for providing therapeutic care. Clinical literature often advocates the merits of self‐hypnosis over hetero‐hypnosis, while anthropologists express skepticism regarding ...
Nicholas J. Long
wiley +1 more source
Understanding the Performance of Currency Basis‐Momentum
European Financial Management, EarlyView.ABSTRACT We conduct an in‐depth analysis of basis momentum (BM) in currency markets and examine its relationship with key market anomalies. We find that BM strategies generate significant excess returns across various formation periods. These abnormal returns are not fully explained by the closely related carry and momentum factors.
Minyou Fan +3 more
wiley +1 more source
Price dynamics and volatility jumps in bitcoin options
Financial InnovationIn the FinTech era, we contribute to the literature by studying the pricing of Bitcoin options, which is timely and important given that both Nasdaq and the CME Group have started to launch a variety of Bitcoin derivatives.
Kuo Shing Chen, J. Jimmy Yang
doaj +1 more source
Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach [PDF]
In this paper we estimated a volatility model for COP/US under two different samples, one containing the information before the “discretional interventions” started, and the other using the whole sample.
Héctor Manuel Zárate +2 more
core
Journal of Advanced Nursing, EarlyView.ABSTRACT Aim The aim of this study was to examine the perceptions and experiences of emergency nurses managing acute pain in critically ill patients. Design Qualitative descriptive study. Method Non‐participant observations (n = 46, 157 h across 10 shifts) and semi‐structured interviews (n = 30) were conducted at two Australian metropolitan emergency ...
Wayne Varndell +2 more
wiley +1 more source
Journal of Advanced Nursing, EarlyView.ABSTRACT Aim To explore the key knowledge, skills, attributes and organisational support that nurses require to optimise their scope of practice when providing care to people experiencing homelessness. Design A qualitative descriptive study exploring nurses' scope of practice for addressing health needs of people experiencing homelessness.
Olivia Hollingdrake +4 more
wiley +1 more source
Maturity and volatility effects on smiles or dying smiling?
, 2000 The “smile effect” is a result of an empirical observation of the options’ implied volatility with the same expiration date, across different exercise prices. However, its shape has been under discussion seeming to be dependent on the option underlying security.
Duque, João, Lopes, Patrícia Teixeira
openaire +2 more sources
How kin help with parental investments
The British Journal of Sociology, EarlyView.
Aliya Hamid Rao
wiley +1 more source