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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Currency derivative"
~subject:"Exchange rate policy"
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Currency derivative
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Common macro factors and currency premia
Filippou, Ilias
;
Taylor, Mark P.
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2014
Persistent link: https://www.econbiz.de/10010381967
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2
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
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2010
Persistent link: https://www.econbiz.de/10003994498
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3
Understanding the forward premium puzzle : a microstructure approach
Burnside, Craig
;
Eichenbaum, Martin S.
;
Rebelo, Sérgio
-
2007
Persistent link: https://www.econbiz.de/10003515883
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4
Financial exchange rates and international currency exposures
Lane, Philip R.
;
Shambaugh, Jay C.
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2007
Persistent link: https://www.econbiz.de/10003549603
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5
A market microstructure analysis of foreign exchange intervention
Vitale, Paolo
-
2006
Persistent link: https://www.econbiz.de/10003284744
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6
A critical appraisal of recent developments in the analysis of foreign exchange intervention
Vitale, Paolo
-
2006
Persistent link: https://www.econbiz.de/10003353004
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7
Reuters news reports versus official interventions : the inaccuracy of Reuters reports for Swiss interventions
Fischer, Andreas M.
-
2004
Persistent link: https://www.econbiz.de/10013424418
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8
Price clustering in the FX market : a disaggregate analysis using central bank intervention
Fischer, Andreas M.
-
2004
Persistent link: https://www.econbiz.de/10013424484
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9
Models of currency crises with self-fulfilling features
Obstfeld, Maurice
-
1996
Persistent link: https://www.econbiz.de/10013422174
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10
Contagious currency crises
Eichengreen, Barry
-
1996
Persistent link: https://www.econbiz.de/10013422238
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