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Perceived central bank interve...
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ECONIS (ZBW)
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Option prices, exchange market intervention, and the higher moment expectations channel : a user's guide
Galati, Gabriele
;
Higgins, Patrick
;
Humpage, Owen F.
; …
- In:
International journal of finance & economics : IJFE
12
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003542901
Saved in:
2
Foreign exchange market intervention and expectations : the yen/dollar exchange rate
Galati, Gabriele
;
Melick, William Robert
;
Micu, Marian
- In:
Journal of international money and finance
24
(
2005
)
6
,
pp. 982-1011
Persistent link: https://www.econbiz.de/10003114024
Saved in:
3
Option prices, exchange market intervention, and the higher moment expectations channel : a user's guide
Galati, Gabriele
;
Higgins, Patrick
;
Humpage, Owen F.
; …
-
2006
Persistent link: https://www.econbiz.de/10003419218
Saved in:
4
Perceived central bank intervention and market expectations : an empirical study of the yen, dollar exchange rate, 1993 - 96
Galati, Gabriele
;
Melick, William Robert
-
1999
Persistent link: https://www.econbiz.de/10013431849
Saved in:
5
Purchasing power parity and uncovered interest rate parity : the United States 1974 - 1990
Edison, Hali J.
;
Melick, William Robert
-
1992
Persistent link: https://www.econbiz.de/10000840933
Saved in:
6
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Saved in:
7
The energy boom and manufacturing in the United States
Melick, William Robert
-
2014
Persistent link: https://www.econbiz.de/10010380673
Saved in:
8
Recovering market expectations of FOMC rate changes with options on federal funds futures
Carlson, John B.
(
contributor
);
Craig, Ben R.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003095093
Saved in:
9
Recovering market expectations of FOMC rate changes with options on federal funds futures
Carlson, John B.
;
Craig, Ben R.
;
Melick, William Robert
- In:
The journal of futures markets
25
(
2005
)
12
,
pp. 1203-1242
Persistent link: https://www.econbiz.de/10003244378
Saved in:
10
Measuring financial cycles with a model-based filter : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
-
2016
Persistent link: https://www.econbiz.de/10011439548
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