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Forward market efficiency and foreign exchange rate determination
Lin, Jigeng - 1994
Persistent link: https://www.econbiz.de/10000916156
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The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan; Paolella, Marc S.; Račev, Svetlozar T. - 1998
Persistent link: https://www.econbiz.de/10001410540
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A utility-based comparison of some models of exchange rate volatility
West, Kenneth D. - In: Journal of international economics 35 (1993) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10001147269
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Pass-through of exchange rates and purchasing power parity
Feenstra, Robert C. - In: Journal of international economics 43 (1997) 1, pp. 237-261
Persistent link: https://www.econbiz.de/10001228975
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Foreign direct investment, exchange rate variability and demand uncertainty
Goldberg, Linda S. - In: International economic review 36 (1995) 4, pp. 855-873
Persistent link: https://www.econbiz.de/10001188949
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Special issue on technical analysis and financial markets
In: International journal of finance & economics : IJFE 2 (1997) 4, pp. 263-331
Persistent link: https://www.econbiz.de/10001246053
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Paper pushers or paper money? : Empirical assessment of fiscal and monetary models of exchange rate determination
Chinn, Menzie David - In: Journal of policy modeling : JPMOD ; a social science … 19 (1997) 1, pp. 51-78
Persistent link: https://www.econbiz.de/10001217192
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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
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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - In: Handbook of heavy tailed distributions in finance, (pp. 385-404). 2003
Persistent link: https://www.econbiz.de/10001882139