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Publications by Juan Ramón Hernández

Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band

2020English

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Covered Interest Parity Deviations Between India and the US

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Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach

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Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

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