Similar Search Results

Capital flows and Japanese asset volatility

Neely, Christopher J.; Fawley, Brett W. - 2011

Persistent link: https://www.econbiz.de/10009380050

The transition to electronic communications networks in the secondary treasury market

Mizrach, Bruce Marshall (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003739653

The microstructure of the US treasury market

Mizrach, Bruce Marshall (contributor); … - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003741013

Real interest rate persistence : evidence and implications

Neely, Christopher J. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741438

The microstructure of treasury market tatonnement

Mizrach, Bruce Marshall (contributor); … - 2005 - rev.

Persistent link: https://www.econbiz.de/10003344895

Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely

Erdemlioglu, Deniz; Laurent, S´ebastien; Neely, … - 2013

Persistent link: https://www.econbiz.de/10009791133

Can risk explain the profitability of technical trading in currency markets?

Ivanova, Yuliya; Neely, Christopher J.; Rapach, David E.; … - 2014

Persistent link: https://www.econbiz.de/10010423540

Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001982800

The federal reserve responds to crises : September 11th was not the first

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986726

Is foreign exchange delta hedging risk priced?

Guo, Hui (contributor); Neely, Christopher J. (contributor) - 2004 - [Elektronische Ressource]

"If there is no priced risk--including volatility risk--associated with hedging an option, then expected delta hedging … volatility risk might be priced because of its relation to foreign exchange level risk"--Federal Reserve Bank of St. Louis web …

Persistent link: https://www.econbiz.de/10002421353