Narrow search
Showing 1 - 10 of 35,066
Cover Image
The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Persistent link: https://www.econbiz.de/10001650407
Cover Image
Can short-term foreign exchange volatility be predicted by the global hazard index?
Brousseau, Vincent - 2001
Persistent link: https://www.econbiz.de/10013434363
Cover Image
Estimates of foreign exchange risk premia : a pricing kernel approach
Cappiello, Lorenzo; Panigirtzoglou, Nikolaos - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10003776715
Cover Image
Essays on volatility measurement, model combination and asset pricing
Löbb, Joachim - 2006
Persistent link: https://www.econbiz.de/10003407931
Cover Image
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Cover Image
GARCH models as diffusion approximation : a simulation approach for currency hedging using options
Castellano, Rosella - In: New operational approaches for financial modelling, (pp. 297-310). 1997
Persistent link: https://www.econbiz.de/10001299211
Cover Image
The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen - In: Journal of empirical finance 4 (1997) 4, pp. 317-340
Persistent link: https://www.econbiz.de/10001236462
Cover Image
The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...
Persistent link: https://www.econbiz.de/10011431367
Cover Image
The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...
Persistent link: https://www.econbiz.de/10001656178
Cover Image
The empirical performance of option-based densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714