Search Results - subject:"Efficient price"

Long, Yunshen; Yan, Jingzhou; Wu, Liang; Long, Xingchen - In: Economic modelling 134 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014548479

Huang, Wenxin; Su, Liangjun; Zhuang, Yuan - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 509-522

Persistent link: https://www.econbiz.de/10014448284

Clinet, Simon; Potiron, Yoann - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 18-39

Persistent link: https://www.econbiz.de/10012424496

Wang, Hua; Xu, Liao; Sharma, Susan Sunila - In: Pacific-Basin finance journal 69 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013369870

Clinet, Simon; Potiron, Yoann - In: Journal of econometrics 209 (2019) 2, pp. 289-337

Persistent link: https://www.econbiz.de/10012302598

Wang, Jian-xin; Yang, Minxian - In: Journal of economic dynamics & control 55 (2015), pp. 113-129

Persistent link: https://www.econbiz.de/10011587172

Baba, Naohiko; Amatatsu, Yasuaki - Bank for International Settlements (BIS) - 2008

FX swap market; and (ii) FX swap prices tend to under react to changes in the efficient price, while cross-currency swap …

Persistent link: https://www.econbiz.de/10005127749

Amatatsu, Yasuaki; Baba, Naohiko - Bank of Japan - 2007

swap market. (iii) The FX swap prices tend to under-react to the efficient price changes, while the cross-currency swap …

Persistent link: https://www.econbiz.de/10010894538

Delattre, Sylvain; Robert, Christian Y.; Rosenbaum, Mathieu - In: Stochastic Processes and their Applications 123 (2013) 7, pp. 2603-2619

of choosing a price when implementing their strategies. In this work, we propose a notion of efficient price which seems …

Persistent link: https://www.econbiz.de/10010666235

Wang, Jian-xin; Yang, Minxian - In: Journal of financial markets 14 (2011) 1, pp. 82-108

Persistent link: https://www.econbiz.de/10009267110

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