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A theoretical analysis of the volatility premium in the dollar index contract
Redfield, Corey B. - In: The journal of futures markets 6 (1986) 4, pp. 619-627
Persistent link: https://www.econbiz.de/10001135347
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Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.; Martin, Vance - 1995
Persistent link: https://www.econbiz.de/10000920105
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Intertemporal risk in foreign currency markets
McCurdy, Thomas H. - In: The exchange rate and the economy : [proceedings of a …, (pp. 325-355). 1993
Persistent link: https://www.econbiz.de/10001295874
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A nonlinear analysis of forward premium and volatility
Hsu, Chiente (contributor); Kugler, Peter (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 4, pp. 187-201
Persistent link: https://www.econbiz.de/10001769651
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Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084
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Domestic and foreign exchange theory and practice
Cross, Ira B. - 1924
Persistent link: https://www.econbiz.de/10000619776
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Domestic and foreign exchange theory and practice
Cross, Ira B. - 1923
Persistent link: https://www.econbiz.de/10000392064
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Essays on the asset-market approach to exchange rates
Engel, Charles Mitchell - 1983
Persistent link: https://www.econbiz.de/10002118628
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Long maturity forward rates of major currencies are stationary
Darvas, Zsolt M.; Schepp, Zoltán - In: Applied economics letters 16 (2009) 10/12, pp. 1175-1181
Persistent link: https://www.econbiz.de/10003886689
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Forward rate agreements
Maier, Arnim - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 105 (1988) 10, pp. 475-476
Persistent link: https://www.econbiz.de/10003624141