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Estimating the probability distribution of the future exchange rate from option prices

Malz, Allan Martin - In: The journal of derivatives : the official publication … 5 (1997) 2, pp. 18-36

Persistent link: https://www.econbiz.de/10001232636

Tribelsky, M.; Harada, Y.; Makarenko, N.; Kuandykov, Y. - In: Empirical science of financial fluctuations : the …, (pp. [241]-249). 2002

Persistent link: https://www.econbiz.de/10001679495

Technical analysis in the foreign exchange market : a cointegration-based approach

Fiess, Norbert M.; MacDonald, Ronald - In: Multinational finance journal : MF ; quarterly … 3 (1999) 3, pp. 147-172

Persistent link: https://www.econbiz.de/10001566860

The empirical performance of option based densities of foreign exchange

Craig, Ben R.; Keller, Joachim G. - 2002

Persistent link: https://www.econbiz.de/10001650407

Time Series Properties and Predictability of Pak Rupee/US Dollar Exchange Rate

Suleman, Muhammad Tahir - 2012

This paper investigate the time series properties and predictability of daily percentage changes in the Pakistani rupee exchange rate with respect to the currencies of major trading partner country USA. The daily data is used for the time period of October 1988 to April 2012. In this study, we...

Persistent link: https://www.econbiz.de/10013107625