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Swap market model : theory and empirical evidence
Gan, Bing (contributor); Guan, Eric (contributor);  … - 2008
This paper tests the co-terminal swap market model (SMM) pricing and hedging performance on Bermudan swaptions. To our … particular volatility formula may not be enough to capture the term structure of different markets. Hedging performance of the …
Persistent link: https://www.econbiz.de/10003772418
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The World Currency Unit : what does this mean for treasurers?
Hillier-Brook, Ian - In: Journal of corporate treasury management : the official … 3 (2009/10) 3, pp. 209-215
Persistent link: https://www.econbiz.de/10003993014
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Absicherung von Preis- und Wechselkursrisiken in volatilen Märkten : am Beispiel der Halbleiterindustrie
Ulukut, Cem - 2008
Persistent link: https://www.econbiz.de/10003697289
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Portfolio performance and the Euro : prospects for new potential EMU members
Haselmann, Rainer; Herwartz, Helmut - In: Journal of international money and finance 27 (2008) 2, pp. 314-330
Persistent link: https://www.econbiz.de/10003687539
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Foreign exchange reserves management in the presence of jump risk
Zhang, Dewei; Zhou, Chunyang - In: Applied economics letters 20 (2013) 1/3, pp. 250-254
Persistent link: https://www.econbiz.de/10009702945
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A note on currency-hedging
Alfaro, Rodrigo; Goldberger, Natan - 2020
Persistent link: https://www.econbiz.de/10012249319
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Can time-varying currency risk hedging explain exchange rates?
Bräuer, Leonie; Hau, Harald - 2024
Persistent link: https://www.econbiz.de/10015052241
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Deviseneigenhandel der Geschäftsbanken, Devisenspekulation und nichtfundamentale Wechselkursbewegungen
Wolgast, Michael - 1997
Persistent link: https://www.econbiz.de/10000627328
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A critical appraisal of recent developments in the analysis of foreign exchange intervention
Vitale, Paolo - 2006
Persistent link: https://www.econbiz.de/10003353004
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Measuring efficiency for volatile exposure to exchange rate risk base supported by Fuzzy DEA approach
Kuo, Hsien-chang; Wang, Lie-huey - In: The ICFAI university journal of financial risk … 6 (2009) 1, pp. 7-35
Persistent link: https://www.econbiz.de/10003837539