Cross-dynamics of volatility term structures implied by foreign exchange options, by Elizaveta Krylova, Jussi Nikkinen and Sami Vähämaa, September 2005, 654 kb, en.
Published in: Journal of Economics and Business, Vol 61 (5), September 2009: pp 355-375.
No. 315
Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB, by Sami Vähämaa, March 2004, 884 kb, en.
Published in: Journal of Economics and Business, Jan.-Feb. 2005; 57(1): 23-38.
