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Non-parametric pricing of multivariate contigent claims
Rosenberg, Joshua V. - In: The journal of derivatives : the official publication … 10 (2002) 3, pp. 9-26
Persistent link: https://www.econbiz.de/10001770054
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Credit spreads : Einflussfaktoren, Berechnung und langfristige Gleichgewichtsmodellierung
Schlecker, Matthias - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003861217
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Deviations from fundamentals in US and EU stock markets : a comparative analysis
Becchetti, Leonardo; Di Giacomo, Stefanie - In: The European journal of finance 13 (2007) 3/4, pp. 195-226
Persistent link: https://www.econbiz.de/10003550299
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Technical trading and trends in the dollar-euro exchange rate
Schulmeister, Stephan - 2009
Persistent link: https://www.econbiz.de/10003925765
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Value investing : international comparison
Beukes, Anna - In: International business and economics research journal 10 (2011) 5, pp. 1-9
Persistent link: https://www.econbiz.de/10009315166
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Increasing transparency and opportunity with loan-level performance data
Colling, Dave; Samborn, Kevin - In: The journal of structured finance 18 (2012) 3, pp. 70-76
Persistent link: https://www.econbiz.de/10009681486
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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Observed and "fundamental" price-earning ratios : a comparative analysis of high-tech stock evaluation in the US and in Europe
Bagella, Michele; Becchetti, Leonardo; Adriani, Fabrizio - In: Journal of international money and finance 24 (2005) 4, pp. 549-581
Persistent link: https://www.econbiz.de/10002921312
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel (contributor); De Grauwe, Paul (contributor);  … - 2005
In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...
Persistent link: https://www.econbiz.de/10003113337
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Do fundamentals matter for the D-Mark/Euro-Dollar?
Frömmel, Michael; MacDonald, Ronald; Menkhoff, Lukas - In: Global finance journal 15 (2005) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10002689360