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Speculative attacks, forward market intervention and the classic bear squeeze
Lall, Subir - 1997
Persistent link: https://www.econbiz.de/10000981227
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Long-term interest rate convergence in Europe and the probability of EMU
Angeloni, Ignazio; Violi, Roberto - 1998
Persistent link: https://www.econbiz.de/10000982575
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Efficiency and the risk premium in the forward exchange market
Merino, Socorro Angela - 1997
Persistent link: https://www.econbiz.de/10000982733
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Heterogeneous expectations and tests of efficiency in the yen - dollar forward exchange rate market
Elliott, Graham; Itō, Takatoshi - 1998
Persistent link: https://www.econbiz.de/10000983783
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Does the introduction of futures on emerging market currencies destabilize the underlying currencies?
Jochum, Christian - 1998
Persistent link: https://www.econbiz.de/10000984600
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Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun - 1997
Persistent link: https://www.econbiz.de/10000992592
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Risk and exchange rates
Obstfeld, Maurice; Rogoff, Kenneth S. - 1998
Persistent link: https://www.econbiz.de/10000993216
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International parity relationships and tests for risk premia in forward foreign exchange rates
Larsen, Glen A.; Resnick, Bruce G. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000994567
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Is there a premium for currencies correlated with volatility? : Some evidence from risk reversals
Pagès, Henri - 1996
Persistent link: https://www.econbiz.de/10000928028
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Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.; Pacini, Barbara - 1995
Persistent link: https://www.econbiz.de/10000929236