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The multi-curve potential model
Nguyen, The Anh; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-32
Persistent link: https://www.econbiz.de/10011404390
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Uncertainty network risk and currency returns
Babiak, Mykola; Baruník, Jozef - 2021
Persistent link: https://www.econbiz.de/10012583340
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096
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Pricing term structure risk in futures markets
Nijman, Theodore E.; Roon, Frans de; Veld, Chris H. - 1996
Persistent link: https://www.econbiz.de/10000944055
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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951352
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The term structure of forward exchange rates and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.; Taylor, Mark P. - 1992
Persistent link: https://www.econbiz.de/10000845274
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Long-term interest rate convergence in Europe and the probability of EMU
Angeloni, Ignazio; Violi, Roberto - 1998
Persistent link: https://www.econbiz.de/10000982575
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Fixes : of the forward discount puzzle
Flood, Robert P. - 1994
Persistent link: https://www.econbiz.de/10000922645
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Optimal currency hedge ratios : the influence of the interest rate differential
Solnik, Bruno - 1989
Persistent link: https://www.econbiz.de/10000759166