Similar Search Results - EconBiz

Interest rates, exchange rates and world monetary policy

Floyd, John E. - 2010

Persistent link: https://www.econbiz.de/10003888281

Four essays on theoretical and empirical aspects of international capital flows

Miniane, Jacques Alain - 2004

Persistent link: https://www.econbiz.de/10003378810

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

A contingent claims valuation model which allows to highlight the implications of program trading in spot markets for the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts is devoloped. The curvature of the volatility strike...

Persistent link: https://www.econbiz.de/10011476532

Gaussian estimation of a two-factor continuous time model of the short-term interest rate

Bergstrom, A. R.; Nowman, K. B. - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 1, pp. 25-41

Persistent link: https://www.econbiz.de/10001371828

Essays on exchange rate and productivity

Chen, Yu-chin - 2002

Persistent link: https://www.econbiz.de/10001717851

Noise trading, central bank interventions, and the informational content of foreign currency options

Pierdzioch, Christian - 2001

Persistent link: https://www.econbiz.de/10001626608

Foreign exchange intervention as a monetary policy instrument : evidence for inflation targeting countries

Hüfner, Felix - 2004

Persistent link: https://www.econbiz.de/10001785158

Estimating the functional components of asset price volatilities

Heid, Frank - 1997

Persistent link: https://www.econbiz.de/10000978817

Non-parametric volatility estimation of exchange rates and stock prices

Heid, Frank - 1997

Persistent link: https://www.econbiz.de/10000978829

Prediction of financial downside-risk with heavy-tailed conditional distributions

Mittnik, Stefan; Paolella, Marc S. - 2003

Persistent link: https://www.econbiz.de/10001788591

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