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person:"Malz, Allan Martin"
~person:"Dutt, Swarna D."
~source:"econis"
~subject:"Theorie"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
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Malz, Allan Martin
Dutt, Swarna D.
Bollerslev, Tim
8
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6
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3
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Estimating the probability distribution of the future exchange rate from option prices
Malz, Allan Martin
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 18-36
Persistent link: https://www.econbiz.de/10001232636
Saved in:
2
Purchasing power parity doctrine : an unrestricted cointegration test
Dutt, Swarna D.
- In:
Studies in economics and finance
16
(
1996
)
2
,
pp. 22-45
Persistent link: https://www.econbiz.de/10001209303
Saved in:
3
Using option prices to estimate realignment probabilities in the European monetary system : the case of sterling-mark
Malz, Allan Martin
- In:
Journal of international money and finance
15
(
1996
)
5
,
pp. 717-748
Persistent link: https://www.econbiz.de/10001212763
Saved in:
4
Currency option markets and exchange rates : a case study of the US dollar in March 1995
Malz, Allan Martin
- In:
Current issues in economics and finance
1
(
1995
)
4
Persistent link: https://www.econbiz.de/10001222907
Saved in:
5
Are forward rates free of the risk premium? : An empirical examination
Dutt, Swarna D.
- In:
International economic journal
9
(
1995
)
3
,
pp. 49-60
Persistent link: https://www.econbiz.de/10001191287
Saved in:
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