On the qualitative effect of volatility and duration on prices of Asian options
نویسندگان
چکیده
Article history: Received 6 February 2008 Accepted 14 May 2008 Available online 20 May 2008 JEL classification: C63 G11 G31 G39
منابع مشابه
Dynamic Linkages between Exchange Rates and Stock Prices: Evidence from Iran and South Korea
The main purpose of present study is to analyze the relationship between stock and exchange markets in two Asian countries, Iran and South Korea. A monthly time series of stock price and exchange rate are used over the period 2002: 05 - 2012: 03. The data is collected from the Central Bank of each country and WDI. The calculated stock return and real exchange rate change are used in analysis....
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