Narrow search
Showing 1 - 10 of 42,847
Cover Image
The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Persistent link: https://www.econbiz.de/10001650407
Cover Image
Exchange rate risk pricing by US equity for US industrial portfolios
Raihan, Mahfuz - In: International journal of economics and finance 5 (2013) 11, pp. 13-21
Persistent link: https://www.econbiz.de/10010213399
Cover Image
Exchange rate economic exposure under collusive pricing and hedging using Asian currency options
Kanas, Angelos - In: Economia internazionale 53 (2000) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10001491674
Cover Image
How big is the premium for currency risk?
De Santis, Giorgio - In: Journal of financial economics 49 (1998) 3, pp. 375-412
Persistent link: https://www.econbiz.de/10001246742
Cover Image
Macroeconomic uncertainty and the risk premium in the foreign exchange market
Hu, Xiaoqiang - In: Journal of international money and finance 16 (1997) 5, pp. 699-718
Persistent link: https://www.econbiz.de/10001235416
Cover Image
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien - 2005
Persistent link: https://www.econbiz.de/10003380904
Cover Image
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
Cover Image
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
Cover Image
Forward exchange rates and risk premiums in artificial economies
Macklem, R. Tiff - In: Journal of international money and finance 10 (1991) 3, pp. 365-391
Persistent link: https://www.econbiz.de/10001110870
Cover Image
Spanning rates as factors in derivative term struture models : theory, empirical analysis and implementation
Haab, Stefan - 2000
Persistent link: https://www.econbiz.de/10001462593