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Improving Portfolio Selection Using Option-Implied Volatility and Skewness
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- Journal of Financial and Quantitative Analysis / Volume 48 / Issue 6 / December 2013
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- 02 January 2014, pp. 1813-1845
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- December 2013
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Frontmatter
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- Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes
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8 - Tariff Policy with International Financial Markets
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10 - Concluding Thoughts
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9 - Endogenous Monetary Policy and the Choice of Exchange Rate Regime
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Subject Index
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1 - Introduction and Overview
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7 - International Capital Flows and Welfare
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4 - The Spot Exchange Rate in a Large Class of General-Equilibrium Models
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6 - International Trade Flows, Exchange Rate Volatility, and Welfare
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2 - Modeling Exchange Rates: A Survey of the Literature
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3 - A Simple General-Equilibrium Model of an International Economy
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Contents
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References
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Guide to Notation
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Author Index
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Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes
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Acknowledgments
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5 - Forward Exchange Rates in a Model with Segmented Goods Markets
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Leverage Constraints and the Optimal Hedging of Stock and Bond Options
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- Journal of Financial and Quantitative Analysis / Volume 29 / Issue 2 / June 1994
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- 06 April 2009, pp. 199-222
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- June 1994
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