Narrow search
Showing 1 - 10 of 12,498
Cover Image
What option prices tell us about the ECB's unconventional monetary policies
Olijslagers, Stan; Petersen, Annelie; Vette, Nander de; … - 2018
We use a series of different approaches to extract information about crash risk from option prices for the Euro-Dollar exchange rate, with each step sharpening the focus on extracting more specific measures of crash risk around dates of ECB measures of Unconventional Monetary Policy. Several...
Persistent link: https://www.econbiz.de/10011940034
Cover Image
Central banks swaps and international dollar illiquidity
Rose, Andrew; Spiegel, Mark - In: Global journal of economics 1 (2012) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10009670832
Cover Image
The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market
Chang, Jui-chuan Della; Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 46 (2018), pp. 15-28
Persistent link: https://www.econbiz.de/10012036585
Cover Image
Essays on the volatility of macroeconomic and financial time series
Yu, Wei-choun - 2006
Persistent link: https://www.econbiz.de/10003973905
Cover Image
An extended model of currency options applicable as policy tool for central banks with inflation targeting and dollarized economies
Arizmendi Echecopar, Luis F. - In: Theoretical economics letters 3 (2013) 3, pp. 164-167
Persistent link: https://www.econbiz.de/10010239690
Cover Image
Essays in international macroeconomics and econometrics
Zhang, Xuan - 2014
Persistent link: https://www.econbiz.de/10010384427
Cover Image
Foreign exchange and global monetary shocks : the asymmetric effects of advanced economies' quantitative easing on exchange rate volatility in emerging markets
Keefe, Helena Glebocki; Saha, Sujata - In: International economic journal 36 (2022) 3, pp. 339-361
Persistent link: https://www.econbiz.de/10013418902
Cover Image
Three empirical essays on the informational content of financial prices
Bernoth, Kerstin - 2004
Persistent link: https://www.econbiz.de/10002524759
Cover Image
Dollar overvaluation against the Yen and Mark in 1983 : how to coordinate Central Bank policies
McKinnon, Ronald I. - In: Aussenwirtschaft : schweizerische Zeitschrift für … 38 (1983) 4, pp. 357-372
Persistent link: https://www.econbiz.de/10015098077
Cover Image
The CHF/EUR Exchange Rate during the Swiss National Bank’s Minimum Exchange Rate Policy : A Latent Likelihood Approach
Hanke, Michael - 2018
), (b) the volatility of the latent exchange rate, and (c) the market's view on the expected remaining lifetime of the SNB …
Persistent link: https://www.econbiz.de/10012937710