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~subject:"Volatility"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
~type_genre:"Government document"
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Debt, risk and liquidity in futures markets
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Finanzmärkte
1
International economics : issues and policies
1
Post-crisis regulatory reforms to secure financial stability : 2010 KDI international conference
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Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
Jeong, Daehee
- In:
Post-crisis regulatory reforms to secure financial …
,
(pp. 281-303)
.
2010
Persistent link: https://www.econbiz.de/10008939331
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2
Currency futures volatility during the 1997 East Asian crisis : an application of Fourier analysis
Mattiussi, Vanessa
;
Iori, Giulia
- In:
Debt, risk and liquidity in futures markets
,
(pp. 103-122)
.
2008
Persistent link: https://www.econbiz.de/10003590139
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3
Distributional properties of returns in thin futures markets : the case of the US$/AU$ contract
Schieck, Volker
- In:
Debt, risk and liquidity in futures markets
,
(pp. 123-149)
.
2008
Persistent link: https://www.econbiz.de/10003590143
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4
Simultaneity, forecasting and profits in the US dollar/Deutschemark futures market
Goss, Barry A.
;
Avsar, S. Gulay
- In:
Debt, risk and liquidity in futures markets
,
(pp. 150-170)
.
2008
Persistent link: https://www.econbiz.de/10003590147
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5
Exchange volatility and forward market mechanism
Lakshmi, G.
- In:
International economics : issues and policies
,
(pp. 103-115)
.
2001
Persistent link: https://www.econbiz.de/10001733796
Saved in:
6
Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 189-203)
.
1998
Persistent link: https://www.econbiz.de/10001301445
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7
Verursacht die Eigendynamik der internationalen Devisenmärkte Anpassungslasten für die reale Wirtschaft?
Eckwert, Bernhard
;
Kloten, Norbert
- In:
Finanzmärkte
,
(pp. 253-262)
.
1997
Persistent link: https://www.econbiz.de/10001297733
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