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"The devil is in the details, but so is salvation" : different approachesin money market measurement
Müller, Alexander; Paulick, Jan - 2020
Considerable resources have been devoted to gathering data for the measurement of money market activity. However, little is known about the differences between available data and the structural effects of methodological choices. We use the novel dataset MMSR and compare it to data derived from a...
Persistent link: https://www.econbiz.de/10012406044
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Time-varying risk premia and the efficiency of the New Zealand foreign exchange market
Margaritis, Dimitris; Teo, Phay-hoon - 1991
Persistent link: https://www.econbiz.de/10000914878
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The efficient market hypothesis and forward exchange markets
Meade, Richard - 1991
Persistent link: https://www.econbiz.de/10000920657
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The Garman and Kolhagen model versus a currency option pricing model with stochastic interest rates and transaction costs
Tamborski, Mariusz - 1994
Persistent link: https://www.econbiz.de/10000881522
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Forecasting volatility and option pricing for exchange rate dynamics : a comparison of models
Kähler, Jürgen - 1993
Persistent link: https://www.econbiz.de/10014378268
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Floating exchange rates, expectations and new information : Is the forward rate really a good predictor?
Bean, Charles R. - 1983
Persistent link: https://www.econbiz.de/10003484662
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Testing the martingale hypothesis in the Deutschmark/US dollar futures and spot markets
MacCurdy, Thomas H.; Morgan, Ieuan G. - 1985
Persistent link: https://www.econbiz.de/10003529091
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The unbiasedness hypothesis in the forward foreign exchange market : a cross-country specification analysis
Gregory, Allan W.; MacCurdy, Thomas H. - 1984
Persistent link: https://www.econbiz.de/10003529444
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On the time varying risk premium in the yen/dollar exchange market
Canova, Fabio; Ito, Taketoshi - 1987
Persistent link: https://www.econbiz.de/10003508439