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Volatility Transmission in Eme...
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Volatility
48
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48
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22
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16,927
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13,799
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13,339
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4
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3
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3
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3
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3
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3
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3
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2
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2
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1
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1
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1
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7
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5
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4
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4
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4
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4
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3
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3
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2
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2
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2
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2
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1
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91
Market circuit breakers : hearing before the Subcommittee on Securities of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Fifth Congress, s...
1999
Persistent link: https://www.econbiz.de/10001472514
Saved in:
92
Exchange rate stability in international finance : hearing before the Committee on Banking and Financial Services, US House of Representatives, One Hundred Sixth Congress, first se...
1999
Persistent link: https://www.econbiz.de/10001519807
Saved in:
93
American options exercise boundary when the
volatility
changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
94
Arbitrage-based pricing when
volatility
is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
95
Stochastic
volatility
duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
96
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
97
B-mixing and moment properties of various GARCH, stochastic
volatility
and ACD models
Carrasco, Marine
;
Chen, Xiaohong
-
1999
Persistent link: https://www.econbiz.de/10001421327
Saved in:
98
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
99
Exchange Arrangements and foreign exchange markets : developments and issues
Ishii, Shōgo
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001751029
Saved in:
100
The impact of G-3 exchange rate
volatility
on developing countries
Esquivel, Gerardo
;
Larraín Bascuñán, Felipe
-
2002
Persistent link: https://www.econbiz.de/10001677102
Saved in:
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