Narrow search
Showing 1 - 10 of 221
Cover Image
Proportional Transaction Costs on Asset Trades : A Note on Existence by Homotopy Methods
Citanna, Alessandro - 2013
Persistent link: https://www.econbiz.de/10014035956
Cover Image
Tobin tax and trading volume tightening : a reassessment
Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
Cover Image
How far along is Euro adoption in the Czech Republic? : benefits for businesses still remain
Helísek, Mojmír - In: Central European business review : CEBR 2 (2013) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10010344537
Cover Image
Transaction costs, nonfundamental uncertainty, and the exchange rate disconnect
Li, Nan - In: Macroeconomic dynamics 18 (2014) 8, pp. 1751-1772
Persistent link: https://www.econbiz.de/10010467892
Cover Image
Commodity price correlation and time varying hedge ratios
Lahiani, Amine; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 4, pp. 1053-1061
Persistent link: https://www.econbiz.de/10010400627
Cover Image
Approximate hedging in a local volatility model with proportional transaction costs
Lépinette, Emmanuel; Tran, Tuan - In: Applied mathematical finance 21 (2014) 3/4, pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
Cover Image
Transaction costs and volatility on Warsaw Stock Exchange : implications for financial transaction tax
Zator, Michał - In: Bank i kredyt 45 (2014) 4, pp. 349-372
Persistent link: https://www.econbiz.de/10010410227
Cover Image
An option theoretic approach to market efficiency
Bhattacharya, Rajeev R. - In: Annals of financial economics 14 (2019) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10012226607
Cover Image
Friction-induced interbank rate volatility under alternative interest corridor systems
Link, Thomas; Neyer, Ulrike - 2017
This paper proposes rules for the control of interbank rate volatility under different interest corridor systems when volatility stems from interbank market frictions. Friction-induced volatility will occur if there is heterogeneity in two dimensions (across banks and time) with respect to the...
Persistent link: https://www.econbiz.de/10011684762
Cover Image
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen; Pergamenshchikov, Serguei - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 832-865
Persistent link: https://www.econbiz.de/10011764979