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The empirical performance of option-based densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Persistent link: https://www.econbiz.de/10001650407
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The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...
Persistent link: https://www.econbiz.de/10001656178
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The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...
Persistent link: https://www.econbiz.de/10011431367
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State-dependent pricing, inflation, and welfare in search economies
Craig, Ben R. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003094612
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Currency competition in a fundamental model of money
Camera, Gabriele (contributor); Craig, Ben R. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542690
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Sterilized intervention, nonsterilized intervention, and monetary policy
Craig, Ben R. (contributor); Humpage, Owen F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611376
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Does risk management make financial markets riskier?
Harper, Ian R.; Keller, Joachim G.; Pfeil, Christian M. - In: Risk management : challenge and opportunity ; with 125 …, (pp. 765-783). 2005
Persistent link: https://www.econbiz.de/10002449565
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Does risk management make financial markets riskier?
Harper, Ian Ross; Keller, Joachim G.; Pfeil, Christian M. - In: Risk management : challenge and opportunity : with 37 …, (pp. 3-23). 2000
Persistent link: https://www.econbiz.de/10001495782
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Inflation and welfare : a search approach
Craig, Ben R.; Rocheteau, Guillaume - In: Journal of money, credit and banking : JMCB 40 (2008) 1, pp. 89-119
Persistent link: https://www.econbiz.de/10003636050