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The response of primary commodity prices to exchange rate changes
Gilbert, Christopher L. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000133886
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The impact of exchange rates and developing country debt on commodity prices
Gilbert, Christopher L. - 1986
Persistent link: https://www.econbiz.de/10000720569
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The impact of exchange rates and developing country debt on commodity prices
Gilbert, Christopher L. - In: The economic journal : the journal of the Royal … 99 (1989) 397, pp. 773-784
Persistent link: https://www.econbiz.de/10001072219
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Time series modeling of daily log-price ranges for CHF/USD and USD/GBP
Brunetti, Celso; Lildholdt, Peter M. - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 39-59
Persistent link: https://www.econbiz.de/10003673308
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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Range-based covariance estimation with a view to foreign exchhange rates
Brunetti, Celso (contributor); Lildholt, Peter (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001638915
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Time Series Modelling of Daily Log-Price Ranges for Sf/Usd and Usd/Gbp
Brunetti, Celso; Lildholdt, Peter M. - 2002
The aim of this paper is to model the dynamic evolution of daily log-price ranges for two foreign exchange rates, SF/USD and USD/GBP. Following Chou (2001),we adopt the CARR model, which is identical to the ACD model of Engle & Russell (1998). Log-price ranges are highly efficient measures of...
Persistent link: https://www.econbiz.de/10014113375