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Estimation of expected exchange-rate change using forward call options
Stein, Roy (contributor) - 2003
Persistent link: https://www.econbiz.de/10002774617
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Risk-adjusted covered interest parity : theory and evidence
Wong, Alfred Y.; Leung, David; Ng, Calvin - 2016
Persistent link: https://www.econbiz.de/10012200964
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The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the United Kingdom
Liu, Zhuoshi; Vangelista, Elisabetta; Kaminska, Iryna; … - 2015
Persistent link: https://www.econbiz.de/10011402735
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New evidence on interest rate and foreign exchange rate modeling
Zoubi, Haitham al- - 2003
Persistent link: https://www.econbiz.de/10003385076
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Exchange rate disconnect and the general equilibrium puzzle
Chen, Yu-chin; Fujiwara, Ippei; Hirose, Yasuo - 2021 - This version: September 2021
Persistent link: https://www.econbiz.de/10012664096
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Exchange rate predictability, risk premiums, and predictive system
Bak, Yuhyeon; Park, Cheolbeom - 2020
Persistent link: https://www.econbiz.de/10014335315
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Deriving equity risk premium using dividend futures
Časta, Martin - 2021
Persistent link: https://www.econbiz.de/10012583725
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The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - 2021
Persistent link: https://www.econbiz.de/10013256293
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Intermeeting rate cuts as a response to rare disasters
Miller, David S. - 2020
Persistent link: https://www.econbiz.de/10012389445