Fratzscher, Marcel (contributor) - 2005
eventstudy approach. Both the time-series approach based on option contracts and the event-study methodology yield compelling …?
EVIDENCE FROM
TIME-SERIES AND
EVENT-STUDY
APPROACHES
by Marcel Fratzscher
In 2005 all ECB
publications
will feature
a …://ssrn.com/abstract_id=804466.
HOW SUCCESSFUL ARE
EXCHANGE RATE
COMMUNICATION AND
INTERVENTIONS?
EVIDENCE FROM
TIME-SERIES AND
EVENT …