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~isPartOf:"The review of economics and statistics"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Melvin, Michael"
~person:"Rime, Dagfinn"
~person:"Verdelhan, Adrien"
~subject:"Interest rate risk"
~subject:"Kapitaleinkommen"
~subject:"World"
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Common risk factors in currency markets
Lustig, Hanno
;
Roussanov, Nick
;
Verdelhan, Adrien
-
2009
Persistent link: https://www.econbiz.de/10003887078
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The global transmission of volatility in the foreign exchange market
Melvin, Michael
;
Melvin, Bettina Peiers
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 670-679
Persistent link: https://www.econbiz.de/10001791774
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