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~institution:"Faculty of Economics, University of Cambridge"
~institution:"Federal Reserve Bank of New York"
~source:"repec"
~subject:"ECONOMIC GROWTH"
~subject:"Options (Finance)"
~subject:"Recessions"
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ECONOMIC GROWTH
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Recessions
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Faculty of Economics, University of Cambridge
Federal Reserve Bank of New York
Institute of Social and Economic Research (ISER), Osaka University
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Wisconsin Madison - Social Systems
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The challenges ahead
Dudley, William
-
Federal Reserve Bank of New York
-
2010
Remarks at the Center for the New Economy 2010 Economic Conference, San Juan, Puerto Rico.
Persistent link: https://www.econbiz.de/10010725042
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Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model.
Lee, K.
;
Psaran, M.H.
;
Smith, R.
-
Faculty of Economics, University of Cambridge
-
1995
Persistent link: https://www.econbiz.de/10005113728
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Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
Walter, Christian
;
Lopez, Jose
-
Federal Reserve Bank of New York
-
1997
This paper examines the performance of implied correlations in forecasting subsequently realized correlations between exchange rates. Implied correlations are derived from sets of implied volatilities on the three exchange rates in a currency trio. We compare the forecasting performance of the...
Persistent link: https://www.econbiz.de/10005717233
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