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Dynamics of foreign exchange implied volatility and implied correlation surfaces
Beer, Simone; Fink, Holger Maria - In: Quantitative finance 19 (2019) 8, pp. 1293-1320
Persistent link: https://www.econbiz.de/10012194789
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Volatility transmission between stock and foreign exchange markets : a connectedness analysis
Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón - In: Applied economics 52 (2020) 19, pp. 2096-2108
Persistent link: https://www.econbiz.de/10012197679
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German economic unification
Cheng, Hang-Sheng - In: FRBSF Economic Letter (1990)
Persistent link: https://www.econbiz.de/10005707234
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Global interest rate linkages
Glick, Reuven - In: FRBSF Economic Letter (1990)
Persistent link: https://www.econbiz.de/10005707351
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Money and exchange rates, 1974-79
Keran, Michael W. - In: Economic Review (1979) Spr, pp. 19-34
Persistent link: https://www.econbiz.de/10005707537
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The European currency crisis
Glick, Reuven; Hutchison, Michael - In: FRBSF Economic Letter (1992)
Persistent link: https://www.econbiz.de/10005490560
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Realignment risk in the exchange rate mechanism: evidence from pound- mark cross-rate options
Campa, Jose M.; Chang, P.H. Kevin - Federal Reserve Bank of Philadelphia - 1994
Persistent link: https://www.econbiz.de/10005389536
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The failure of the monetary model of exchange rate determination
Afat, Dinçer; Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Applied economics 47 (2015) 43/45, pp. 4607-4629
Persistent link: https://www.econbiz.de/10011380534
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Safe haven currencies : a portfolio perspective
Cenedese, Gino - 2015
Persistent link: https://www.econbiz.de/10011327165
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Source country characteristics and immigrants’ optimal migration duration decision
Kırdar, Murat G. - In: IZA journal of migration : IZAJOM 2 (2013), pp. 1-21
This paper examines how immigrants’ optimal migration duration in the host country responds to the purchasing power parity (ppp) and relative wages between the host and source countries. A theoretical model of joint migration duration and saving decisions reveals that the optimal migration...
Persistent link: https://www.econbiz.de/10009758597