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Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
Tamborski, Mariusz - 1994
Persistent link: https://www.econbiz.de/10000147945
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Risikomanagement mit Zins-Futures und Futures-Optionen
Fiebach, Günter - 1994
Persistent link: https://www.econbiz.de/10000412300
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Foreign production and forward markets
Broll, Udo - 1994 - Rev. version
Persistent link: https://www.econbiz.de/10000412459
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Wechselkursvolatilität und Terminkursverzerrungen : empirischer Befund und Erklärungsansätze
Frenkel, Michael - 1994 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000417736
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Tests on rational expectations in the forward exchange markets
Bösch, Martin - 1985
Persistent link: https://www.econbiz.de/10000419089
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Indirect hedging
Broll, Udo - 1993
Persistent link: https://www.econbiz.de/10000347391
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A dynamic theory of forward exchange
Einzig, Paul - 1961
Persistent link: https://www.econbiz.de/10000121751
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Anticipations of foreign exchange volatility and bid-ask spreads
Wei, Shang-jin - 1991
Persistent link: https://www.econbiz.de/10000130703
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Some "news" on covered interest arbitrage
Taylor, Mark P.; Fraser, Patricia - 1990
Persistent link: https://www.econbiz.de/10000130978
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An expository note on the valuation of foreign exchange options
Büttler, Hans-Jürg - 1988
Persistent link: https://www.econbiz.de/10000133956