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EMS exchange rates
Nieuwland, Frederick G. - 1990
Persistent link: https://www.econbiz.de/10013444265
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An evaluation framework for alternative VaR models
Bams, Dennis - 2002
Persistent link: https://www.econbiz.de/10013423989
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Risk premia in the term structure of interest rates : a panel data approach
Bams, Dennis - 2000
Persistent link: https://www.econbiz.de/10013423017
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Forward foreign exchange rates, expected spot rates and premia : a signal-extraction approach
Wolff, Christiaan Cornelis Petrus - 1987
Persistent link: https://www.econbiz.de/10000722673
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Forward foreign exchange rates, expected spot rates, and premia : a signal-extraction approach
Wolff, Christiaan Cornelis Petrus - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 395-406
Persistent link: https://www.econbiz.de/10001047779
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[Rezension von: Isard, Peter, Exchange rate economics]
Wolff, Christiaan Cornelis Petrus - In: Journal of economic literature 35 (1997) 2, pp. 784-786
Persistent link: https://www.econbiz.de/10001348984
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Forward foreign exchange rates and expected future spot rates
Wolff, Christiaan Cornelis Petrus - In: Applied financial economics 10 (2000) 4, pp. 371-377
Persistent link: https://www.econbiz.de/10001526313
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Autoregressive conditional heteroscedasticity : a comparison of ARCH and random coefficient models
Wolff, Christiaan Cornelis Petrus - In: Economics letters 2 (1988), pp. 141-143
Persistent link: https://www.econbiz.de/10001051284
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Exchange rate models and innovations : a derivation
Wolff, Christiaan Cornelis Petrus - In: Economics letters 20 (1986) 4, pp. 373-376
Persistent link: https://www.econbiz.de/10001014792