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~language:"eng"
~person:"Chiarella, Carl"
~person:"Levich, Richard M."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Devisen-Futures"
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Chiarella, Carl
Levich, Richard M.
Broll, Udo
48
Zilcha, Itzhak
20
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17
Kit, Pong Wong
16
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16
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14
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7
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ECONIS (ZBW)
13
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1
Predictability and pricing efficiency in forward and spot, developed and emerging currency markets
Potì, Valerio
;
Levich, Richard M.
;
Conlon, Thomas
- In:
Journal of international money and finance
107
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012395628
Saved in:
2
Small traders in currency futures markets format
Röthig, Andreas
;
Chiarella, Carl
-
2010
Persistent link: https://www.econbiz.de/10008663097
Saved in:
3
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:
4
FX counterparty risk and trading activity in currency forward and futures markets
Levich, Richard M.
-
2012
Persistent link: https://www.econbiz.de/10009577763
Saved in:
5
FX counterparty risk and trading activity in currency forward and futures markets
Levich, Richard M.
- In:
Review of financial economics : RFE
21
(
2012
)
3
,
pp. 102-110
Persistent link: https://www.econbiz.de/10009703038
Saved in:
6
Small traders in currency futures markets
Röthig, Andreas
;
Chiarella, Carl
- In:
The journal of futures markets
31
(
2011
)
9
,
pp. 898-913
Persistent link: https://www.econbiz.de/10009355773
Saved in:
7
Inference on forward exchange rate risk premium : reviewing signal extraction methods
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
International journal of monetary economics and finance
2
(
2009
)
2
,
pp. 115-125
Persistent link: https://www.econbiz.de/10003847710
Saved in:
8
Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad
;
Chiarella, Carl
;
Pham, Toan M.
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
Saved in:
9
Alternative tests for time series dependence based on autocorrelation coefficients
Levich, Richard M.
;
Rizzo, Rosario C.
-
1998
Persistent link: https://www.econbiz.de/10001530572
Saved in:
10
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
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