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Should the European Central Bank whorry about exchange rates?

Scheide, Joachim - In: Konjunkturpolitik : applied economics quarterly ; … 44 (1998) 1, pp. 31-51

Persistent link: https://www.econbiz.de/10001242756

Autoregressive conditional volatility, skewness and kurtosis

León Valle, Ángel Manuel (contributor); … - 2004 - [Elektronische Ressource], 1. ed.

Persistent link: https://www.econbiz.de/10002201270

Causes of high volatility and stock market crises in the developed economies

Nidal Rashid Sabri - In: International journal of business and globalisation : IJBG 3 (2009) 4, pp. 415-434

Persistent link: https://www.econbiz.de/10003861917

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts … is devoloped. The curvature of the volatility strike structure is explained by focusing attention on the expected … characteristic convex shape of volatility strike structures documented in the empirical literature. A volatility-based test for …

Persistent link: https://www.econbiz.de/10011476532