Narrow search
Showing 1 - 10 of 232
Cover Image
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.; Karolyi, G. Andrew - In: Journal of empirical finance 13 (2006) 4/5, pp. 519-549
Persistent link: https://www.econbiz.de/10003370863
Cover Image
Firms, do you know your currency risk exposure? : Survey results
Loderer, Claudio; Pichler, Karl - In: Journal of empirical finance 7 (2000) 3/4, pp. 317-344
Persistent link: https://www.econbiz.de/10001558270
Cover Image
Hedging foreign currency portfolios
Gagnon, Louis; Lypny, Gregory J.; McCurdy, Thomas H. - In: Journal of empirical finance 5 (1998) 3, pp. 197-220
Persistent link: https://www.econbiz.de/10001668824
Cover Image
Risk and return of short-duration equity investments
Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
Cover Image
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil; Rusý, Tomáš - In: Journal of empirical finance 70 (2023), pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Cover Image
Asymmetric foreign exchange risk exposure : evidence fro US multinational firms
Muller, Aline; Verschoor, Willem F. C. - In: Journal of empirical finance 13 (2006) 4/5, pp. 495-518
Persistent link: https://www.econbiz.de/10003370861
Cover Image
Measuring the economic importance of exchange rate exposure
Doidge, Craig; Griffin, John; Williamson, Rohan - In: Journal of empirical finance 13 (2006) 4/5, pp. 550-576
Persistent link: https://www.econbiz.de/10003370871
Cover Image
Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 16 (2009) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
Cover Image
Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio - In: Journal of empirical finance 17 (2010) 4, pp. 722-743
Persistent link: https://www.econbiz.de/10009267247
Cover Image
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35
Persistent link: https://www.econbiz.de/10011284514