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~type_genre:"Aufsatz in Zeitschrift"
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Galati, Gabriele
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
30
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1
Option prices, exchange market intervention, and the higher moment expectations channel : a user's guide
Galati, Gabriele
;
Higgins, Patrick
;
Humpage, Owen F.
; …
- In:
International journal of finance & economics : IJFE
12
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003542901
Saved in:
2
Foreign exchange market intervention and expectations : the yen/dollar exchange rate
Galati, Gabriele
;
Melick, William Robert
;
Micu, Marian
- In:
Journal of international money and finance
24
(
2005
)
6
,
pp. 982-1011
Persistent link: https://www.econbiz.de/10003114024
Saved in:
3
Recovering market expectations of FOMC rate changes with options on federal funds futures
Carlson, John B.
;
Craig, Ben R.
;
Melick, William Robert
- In:
The journal of futures markets
25
(
2005
)
12
,
pp. 1203-1242
Persistent link: https://www.econbiz.de/10003244378
Saved in:
4
Alternative approaches to real exchange rates and real interest rates : three up and three down
Edison, Hali J.
;
Melick, William Robert
- In:
International journal of finance & economics : IJFE
4
(
1999
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001434282
Saved in:
5
Aggregate exchange rate pass-through : instability and inference
Melick, William Robert
- In:
Journal of economic integration
9
(
1994
)
4
,
pp. 427-443
Persistent link: https://www.econbiz.de/10001177481
Saved in:
6
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Saved in:
7
Understanding the empirical literature on purchasing power parity : the post-Bretton Woods era
Edison, Hali J.
- In:
Journal of international money and finance
16
(
1997
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001219116
Saved in:
8
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
9
Das Erfüllungsrisiko im Devisenhandel und CLS- Bank
Galati, Gabriele
- In:
BIZ-Quartalsbericht
(
2002
),
pp. 63-74
Persistent link: https://www.econbiz.de/10001814848
Saved in:
10
The euro as a reserve currency : a challenge to the pre-eminence of the US dollar?
Galati, Gabriele
;
Wooldridge, Philip
- In:
International journal of finance & economics : IJFE
14
(
2009
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003807456
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