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Forward contracts or international buffer stocks? : a study of their relative efficiencies in stabilising export-earnings
Gemmill, Gordon T. - 1981
Persistent link: https://www.econbiz.de/10003557536
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Forward markets & fair games : an empirical analysis of the Norwegian market for foreign exchange, Jan. 1977-June 1980
Gjølberg, Ole; Sagstad, Kjell - 1981
Persistent link: https://www.econbiz.de/10003471671
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General equilibrium with futures trading
Nermuth, Manfred - 1985
Persistent link: https://www.econbiz.de/10003641289
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Optimal exercise timing for American call options
Panton, Don - 1972
Persistent link: https://www.econbiz.de/10003647248
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Futures markets, options futures markets and oil markets
Banks, Ferdinand E. - 1987
Persistent link: https://www.econbiz.de/10003481055
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Using options to price maturity guarantees
Beenstock, Michael - 1984
Persistent link: https://www.econbiz.de/10003380551
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An examination of the efficiency of the London traded options market
Gemmill, Gordon; Dickins, Paul - 1984
Persistent link: https://www.econbiz.de/10003557531
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Semi-floating exchange rates
Jørgensen, Bjørn N.; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896213
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The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J. (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740122
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The dynamic interaction of order flows and the CAD/USD exchange rate
Gradojevic, Nikola (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741400