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Cho, Young-hye; Engle, Robert F. - 1999

Persistent link: https://www.econbiz.de/10001415115

Model uncertainty and liquidity

Routledge, Bryan R.; Zin, Stanley E. - 2001

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Monetary exchange in over-the-counter markets : a theory of speculative bubbles, the Fed model, and self-fulfilling liquidity crises

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Middlemen versus market makers : a theory of competitive exchange

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Do peso problems explain the returns to the carry trade?

Burnside, Craig; Eichenbaum, Martin S.; Kleshchelski, Isaac - 2008

"Currencies that are at a forward premium tend to depreciate. This 'forward- premium puzzle' is an egregious deviation from uncovered interest parity. We document the properties of the carry trade, a currency speculation strategy that exploits this anomaly. This strategy consists of borrowing...

Persistent link: https://www.econbiz.de/10003725117

Using options to divide value in corporate bankruptcy

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How do UK-based foreign exchange dealers think their market operates?

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Traders, market microstructure and exchange rate dynamics

Cheung, Yin-Wong; Chinn, Menzie David - 1999

Persistent link: https://www.econbiz.de/10001428651

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