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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Research paper series"
~isPartOf:"ZEI papers / Zentrum für Europäische Integrationsforschung"
~subject:"Hong Kong"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Government document"
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Hong Kong
Schätzung
Currency derivative
7
Währungsderivat
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Volatility
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Volatilität
3
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forward rate anomaly
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Kutan, Ali Mustafa
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Zhou, Su
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Chiarella, Carl
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Gannon, Gerard L.
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Tô, Thuy-duong
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Research paper series
ZEI papers / Zentrum für Europäische Integrationsforschung
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The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
Saved in:
2
Is there asymmetry in forward exchange rate bias? : multi-country evidence
Zhou, Su
;
Kutan, Ali Mustafa
-
2002
Persistent link: https://www.econbiz.de/10001663633
Saved in:
3
Has the link between the spot and forward exchange rates broken down? : evidence from rolling cointegration tests
Kutan, Ali Mustafa
;
Zhou, Su
-
2002
Persistent link: https://www.econbiz.de/10001663641
Saved in:
4
Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L.
-
1997
Persistent link: https://www.econbiz.de/10000964264
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