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2. Regime-dependent adjustment in energy spot and futures markets. (2014). Czudaj, Robert ; Beckmann, Joscha ; Belke, Ansgar.
   In: Economic Modelling.
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3. Testing for relationships between Shanghai and Shenzhen stock markets: A threshold cointegration perspective. (2013). Tang, Zhenpeng ; Lin, Xiaoqiang ; Fei, Fangyu .
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:392:y:2013:i:18:p:4064-4074.

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4. The role of trader positions in spot and futures prices for WTI. (2013). Kaufmann, Robert ; Kolodziej, Marek .
   In: Energy Economics.
   RePEc:eee:eneeco:v:40:y:2013:i:c:p:176-182.

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5. Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test. (2012). Czudaj, Robert ; Beckmann, Joscha.
   In: Economics Bulletin.
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6. Revisiting the relationship between spot and futures oil prices: Evidence from quantile cointegrating regression. (2011). Lee, Chien-Chiang ; Zeng, Jhih-Hong.
   In: Energy Economics.
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7. Testing for adjustment costs and regime shifts in BRENT crude futures market. (2011). Mamatzakis, Emmanuel ; Remoundos, P..
   In: Economic Modelling.
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8. Threshold Cointegration in BRENT crude futures market. (2010). Mamatzakis, Emmanuel ; Remoundos, P.
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9. Time-varying spot and futures oil price dynamics. (2010). Girardi, Alessandro ; Caporale, Guglielmo Maria ; Ciferri, Davide.
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10. Cointegration between oil spot and future prices of the same and different grades in the presence of structural change. (2009). Smyth, Russell ; maslyuk, svetlana.
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1. Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option. (2015). Stockl, Stefan ; Rudolph, David ; Rathgeber, Andreas.
   In: Review of Derivatives Research.
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2. Affine LIBOR models with multiple curves: theory, examples and calibration. (2015). Grbac, Zorana ; Schoenmakers, John ; Skovmand, David ; Papapantoleon, Antonis.
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3. Use of Forward Interest Rates and Forward Exchange Rates for the Valuation of Currency-Interest Rate Derivatives. (2014). Brada, Jaroslav.
   In: Český finanční a účetní časopis.
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4. The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate. (2014). Zhang, Xili ; Chen, Xiaoyan ; Xiao, Weilin.
   In: Physica A: Statistical Mechanics and its Applications.
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5. Currency Derivatives Pricing for Markov-modulated Merton Jump-diffusion Spot Forex Rate. (2014). Hoang, Winsor ; Tertychnyi, Maksym ; Swishchuk, Anatoliy.
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6. Pricing Currency Derivatives with Markov-modulated Levy Dynamics. (2014). Elliott, Robert ; Tertychnyi, Maksym ; Swishchuk, Anatoliy.
   In: Papers.
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7. Currency‐Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM. (2013). chen, son-nan ; Wu, TingPin ; Chang, JuiJane .
   In: Journal of Futures Markets.
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8. Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane.
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9. Currency Total Return Swaps: Valuation and Risk Factor Analysis. (2011). Hübner, Georges ; CUCHET, ROMAIN ; Franois, Pascal ; Hubner, Georges.
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10. Foreign exchange rates under Markov Regime switching model. (2011). ZOU, Benteng ; Heinen, Andréas ; Goutte, Stéphane.
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11. Foreign currency bubbles. (2011). Jarrow, Robert ; Protter, Philip.
    In: Review of Derivatives Research.
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12. International money and stock market contingent claims. (2010). Monfort, Alain ; gourieroux, christian ; Sufana, R..
    In: Journal of International Money and Finance.
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13. Asymptotic Expansion Approaches in Finance: Applications to Currency Options. (2009). Takehara, Kohta ; Takahashi, Akihiko.
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14. Arbitrage Theory in Continuous Time. (2009). Bjork, Tomas.
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15. Asymptotic Expansion Approaches in Finance: Applications to Currency Options. (2009). Takehara, Kohta ; Takahashi, Akihiko.
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16. A multi-factor jump-diffusion model for commodities. (2008). Crosby, John.
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17. Foreign Exchange Market Volatility Information: An Investigation of Real-Dollar Exchange Rate.. (2008). Brandi, Vinicius ; Takami, Marcelo Yoshio ; Gomes, Frederico Pechir .
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18. Equity swaps in a LIBOR market model. (2007). Wu, TingPin ; Chen, Son Nan.
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19. Calibration and Pricing in a Multi-Factor Quadratic Gaussian Model. (2007). Assefa, Samson ; Bruti-Liberati, Nicola ; Platen, Eckhard ; Nikitopoulos-Sklibosios, Christina.
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20. Intertemporal Investment Strategies Under Inflation Risk. (2007). Semmler, Willi ; Hsiao, Chih-Ying.
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21. An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). Takehara, Kohta ; Takahashi, Akihiko.
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22. An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). .
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23. A generalization of reset options pricing formulae with stochastic interest rates. (2007). Li, Shujin ; Sun, Chao.
    In: Research in International Business and Finance.
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24. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate. (2007). Yang, Jun ; Chabi-Yo, Fousseni.
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25. Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates. (2006). Takehara, Kota ; Yamazaki, Akira ; Takahashi, Akihiko.
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26. Social Recognition and Economic Equilibrium. (2006). Takatsuki, Yasuo.
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27. Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates. (2006). Takehara, Kota ; Yamazaki, Akira ; Takahashi, Akihiko.
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28. Valuing the flexibility of currency choice in multinational trade with stochastic exchange rates. (2005). Lindset, Snorre.
    In: Journal of Multinational Financial Management.
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29. Efficient estimation and testing of oil futures contracts in a mutual offset system. (2004). Sequeira, J. M..
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30. Acquiring foreign equity assets without currency risk. (2004). Wang, Ming-Chieh ; Shyu, David .
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31. Exchange rates and interest rates: can term structure models explain currency movements?. (2004). Lu, Biao ; Inci, Ahmet Can.
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32. Optimal currency risk hedging. (2002). lioui, abraham ; Poncet, Patrice.
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33. Moment generating function approach to pricing interest rate and foreign exchange rate claims. (2002). Yao, Yong ; Dijkstra, Theo K..
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34. Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates. (2001). Chang, Chuang-Chang.
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35. Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate. (2001). Cao, Melanie.
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36. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information. (2001). Darsinos, Theofanis ; Satchell, Stephen.
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37. Model Risk and Its Control. (2000). Kato, Toshiyasu.
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38. The intersection of market and credit risk. (2000). Jarrow, Robert ; Turnbull, Stuart M..
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39. The Potential Approach to Bond and Currency Pricing. (1999). Wu, Liuren ; Leippold, Markus.
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40. Valuing Energy Options in a One Factor Model Fitted to Forward Prices. (1999). Clewlow, Les ; Strickland, Chris .
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41. Spreading currency forwards: why and how?. (1999). lioui, abraham.
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42. Stochastic trends and cointegration in the market for equities. (1998). Ackert, Lucy ; Racine, Marie D..
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43. Valuation of LIBOR-Contingent FX options. (1998). Wei, J. Z. ; Tucker, A. L..
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44. Currency risk hedging: Futures vs. forward. (1998). lioui, abraham.
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45. An empirical examination of currency futures options under stochastic interest rates. (1998). Poon, Winnie P. H., ; Duett, Edwin H..
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46. Power currency options. (1997). Wei, Jason Z. ; Tucker, Alan.
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47. Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model. (1997). Jennergren, Peter L. ; Ekvall, Niklas ; Naslund, Bertil .
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48. Pricing American-style securities using simulation. (1997). Glasserman, Paul ; Broadie, Mark.
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49. Affine Models of Currency Pricing. (1996). Telmer, Chris ; Foresi, Silverio .
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50. On Markovian representations of the term structure. (1992). Ritchken, Peter ; Sankarasubramanian, L..
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