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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 forecast ability of risk-neutral densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550128
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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
Persistent link: https://www.econbiz.de/10001650407
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Small-firm credit markets, SBA-guaranteed lending, and economic performance in low-income areas
Craig, Ben R. (contributor); Jackson, William E. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003339953
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Gross loan flows
Craig, Ben R. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003340023
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SBA-loan guarantees and local economic growth
Craig, Ben R. (contributor); Jackson, William E. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003094572
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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
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Pricing kernels, inflation, and the term structure of interest rates
Craig, Ben R. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542645
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On SBA-guaranteed lending and economic growth
Craig, Ben R. (contributor); Jackson, William E. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002549763