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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.; Pacini, Barbara - 1995
Persistent link: https://www.econbiz.de/10000929236
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Risk-related asymmetries in foreign exchange markets
Gallo, Giampiero M.; Pacini, Barbara - 1995
Persistent link: https://www.econbiz.de/10000912459
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Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
Tamborski, Mariusz - 1994
Persistent link: https://www.econbiz.de/10013420209
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Currency option pricing with stochastic interest rates and transaction costs : a theoretical model
Tamborski, Mariusz - 1994
Persistent link: https://www.econbiz.de/10013420261
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Forecasting realized volatility by decomposition
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338294
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The transmission mechanism in a changing world
Artis, Michael J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001809062
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La Pléiade and exchange rate pass-through
Baniak, Andrzej; Phlips, Louis - 1994
Persistent link: https://www.econbiz.de/10000898364
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Exchange rate fluctuations, market structure and the pass-through relationship
Herguera, Iñigo - 1993
Persistent link: https://www.econbiz.de/10000865571
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DSGE models of high exchange-rate volatility and low pass-trough
Corsetti, Giancarlo (contributor); Dedola, Luca (contributor) - 2005
Persistent link: https://www.econbiz.de/10003291427