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Volatility
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Working paper series / European Central Bank ; Eurosystem
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467
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ECONIS (ZBW)
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1
Fiscal policy and inflation volatility
Rother, Philipp C.
-
2004
Persistent link: https://www.econbiz.de/10002215193
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2
Non-fundamental exchange rate volatility and welfare
Straub, Roland
-
2004
Persistent link: https://www.econbiz.de/10013434663
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3
The informational content of over-the-counter currency options
Christoffersen, Peter F.
;
Mazzotta, Stefano
-
2004
Persistent link: https://www.econbiz.de/10013434708
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4
Asymmetric dynamics in the correlations of global equity and bond return
Cappiello, Lorenzo
-
2003
Persistent link: https://www.econbiz.de/10013434528
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5
Modelling the implied probability of stock market movements
Glatzer, Ernst
-
2003
Persistent link: https://www.econbiz.de/10013434536
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6
Volatility of interest rates in the Euro area : evidence from high frequency data
Cassola, Nuno
-
2003
Persistent link: https://www.econbiz.de/10013434569
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7
Duration, volume and volatility impact of trades
Manganelli, Simone
-
2002
Persistent link: https://www.econbiz.de/10013434447
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8
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
-
2002
Persistent link: https://www.econbiz.de/10013434522
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9
Extracting risk neutral probability densities by fitting implied volatility smiles : some methodological points and an application to the 3M Euribor futures option prices
Andersen, Allan Bødskov
-
2002
Persistent link: https://www.econbiz.de/10013434524
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10
A two-factor model of the German term structure of interest rates
Cassola, Nuno
-
2001
Persistent link: https://www.econbiz.de/10013434337
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