Order flows, delta hedging and exchange rate dynamics
Bronka Rzepkowski
| Year of publication: |
Dec. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Rzepkowski, Bronka (contributor) |
| Publisher: |
Paris : CEPII |
| Subject: | Marktmikrostruktur | Market microstructure | Währungsderivat | Currency derivative | Hedging | Volatilität | Volatility | Theorie | Theory |
| Extent: | Online-Ressource, 42 p., text ill |
|---|---|
| Series: | Working paper. - Paris : [Verlag nicht ermittelbar], ISSN 1293-2574, ZDB-ID 2167191-6. - Vol. 2003,18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002419329