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Asset pricing in partially segmented markets : evidence from the Finnish market
Hietala, Pekka T. - In: The journal of finance : the journal of the American … 44 (1989) 3, pp. 697-718
Persistent link: https://www.econbiz.de/10001072873
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Pricing European currency options in implicit target zones : an equilibrium approach
Sørensen, Carsten - 1993
Persistent link: https://www.econbiz.de/10000888130
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Anticipations of foreign exchange volatility and bid-ask spreads
Wei, Shang-jin - 1994
Persistent link: https://www.econbiz.de/10000888713
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I mercati futures : teorie, modelli e applicazioni
Torricelli, Costanza - 1992
Persistent link: https://www.econbiz.de/10000892699
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An equilibrium apporach to pricing foreign currency options
Sørensen, Carsten - 1994
Persistent link: https://www.econbiz.de/10000893722
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Essays on exchange rates and international finance
Nessén, Marianne - 1994
Persistent link: https://www.econbiz.de/10000897134
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Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland - 1993
Persistent link: https://www.econbiz.de/10000855153
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International production, investment and borrowing with exchange rate risk and futures markets
Broll, Udo; Zilcha, Itzhak - 1993
Persistent link: https://www.econbiz.de/10000857333
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One-way arbitrage with transaction costs : an evidence from the Hong Kong foreign exchange market
Chan, Daniel P.; Cheung, Kui-yin - 1993
Persistent link: https://www.econbiz.de/10000857341