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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10000550284
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The information content of derivatives for monetary policy : implied volatilities and probabilities
Neuhaus, Holger - 1995
Persistent link: https://www.econbiz.de/10009699999
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Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger - 1995
There is much discussion about derivatives at central banks. The main focus is on questions about the impact of the growing use of derivative instruments on the stability of the financial markets and the effectiveness ofmonetary policy measures. Irrespective ofthe answers, the information...
Persistent link: https://www.econbiz.de/10009700000
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Rare disasters and exchange rates
Farhi, Emmanuel; Gabaix, Xavier - In: The quarterly journal of economics 131 (2016) 1, pp. 1-52
Persistent link: https://www.econbiz.de/10011517262
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Rare disasters and exchange rates
Farhi, Emmanuel; Gabaix, Xavier - 2015
Persistent link: https://www.econbiz.de/10010482974
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Rare disasters and exchange rates
Farhi, Emmanuel; Gabaix, Xavier - 2008
"We propose a new model of exchange rates, which yields a theory of the forward premium puzzle. Our explanation … values for the volatility of the exchange rate, the forward premium puzzle regression coefficients, and near-random walk …
Persistent link: https://www.econbiz.de/10003659330
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Rare Disasters and Exchange Rates
Farhi, Emmanuel - 2010
We propose a new model of exchange rates, which yields a theory of the forward premium puzzle. Our explanation combines … values for the volatility of the exchange rate, the forward premium puzzle regression coefficients, and near-random walk …
Persistent link: https://www.econbiz.de/10012759530
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Rare Disasters and Exchange Rates
Farhi, Emmanuel - 2008
We propose a new model of exchange rates, which yields a theory of the forward premium puzzle. Our explanation combines … values for the volatility of the exchange rate, the forward premium puzzle regression coefficients, and near-random walk …
Persistent link: https://www.econbiz.de/10012464842
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Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908124
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Stock price jumps and their impact on option valuation
Trautmann, Siegfried; Beinert, Michaela - 1994
Persistent link: https://www.econbiz.de/10000910708