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Remodeling the Working-Kaldor Curve : The Roles of Scarcity, Time to Maturity and Time to Harvest
Nguyen, Van Thi Tuong - 2010
This paper proposes that, when modeling for the relation between the convenience yield and current scarcity, time to maturity and time to harvest should interact with current scarcity, i.e. the two should enter multiplicatively. In implementing this idea we also compare three models for current...
Persistent link: https://www.econbiz.de/10013144864
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Mean-variance asset pricing with deviations from purchasing power parity
Sercu, Piet - 1981
Persistent link: https://www.econbiz.de/10000069335
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International finance : theory into practice
Sercu, Piet - 2009
Persistent link: https://www.econbiz.de/10003798616
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Methodological issues & advances in mutual-fund performance evaluation
Sercu, Piet - In: Revue de la banque 64 (2000) 9, pp. 558-567
Persistent link: https://www.econbiz.de/10001534829
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Exchange risk, exposure, and the option to trade
Sercu, Piet - In: Journal of international money and finance 11 (1992) 6, pp. 579-593
Persistent link: https://www.econbiz.de/10001136015
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Exchange rate volatility, international trade, and the value of exporting firms
Sercu, Piet; Van Hulle, Cynthia M. - 1990
Persistent link: https://www.econbiz.de/10000802709
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Evidence of PPP in the short run
Sercu, Piet; Kane, Marian - 1990
Persistent link: https://www.econbiz.de/10000802711
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Erroneous and valid reasons for hedging foreign exchange rate exposure
Levi, Maurice D.; Sercu, Piet - 1989
Persistent link: https://www.econbiz.de/10000771554
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Foreign exchange as an option on traded goods
Sercu, Piet - 1988
Persistent link: https://www.econbiz.de/10000776766
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Equilibrium in a Bretton Woods exchange market : an empirical evaluation of the policy implications
Beckers, C.; Sercu, Piet - 1988
Persistent link: https://www.econbiz.de/10000776965