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Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf - 1998
Persistent link: https://www.econbiz.de/10000978870
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Modeling and forecasting DAX index volatility
Lazarov, Zdravetz (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
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Are exchange rates excessively volatile? : And what does "excessively volatile" mean, anyway?
Bartolini, Leonardo - 1995
Persistent link: https://www.econbiz.de/10000921357
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On bank profitability under increasing interest rate volatility
Karmann, Alexander - 1995
Persistent link: https://www.econbiz.de/10000923156
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Consumption smoothing and exchange rate volatility
Turtelboom, Bart G. - 1995
Persistent link: https://www.econbiz.de/10000931300
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Exchange rate fluctuations and trade flows : evidence from the European Union
Dell'Ariccia, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000997267
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Exchange rate volatility, pricing to market and trade smoothing
Clark, Peter B. - 1997
Persistent link: https://www.econbiz.de/10000975919
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Contagion and volatility with imperfect credit markets
Agénor, Pierre-Richard; Aizenman, Joshua - 1997
Persistent link: https://www.econbiz.de/10000975920
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Does the introduction of futures on emerging market currencies destabilize the underlying currencies?
Jochum, Christian - 1998
Persistent link: https://www.econbiz.de/10000984600
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Hedging vega risk with the VOLAX future : some first results
Locarek-Junge, Hermann; Roth, Randolf - 1998
Persistent link: https://www.econbiz.de/10000986525