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Central bank intervention and risk in the forward premium
Baillie, Richard; Osterberg, William P. - 1996
Persistent link: https://www.econbiz.de/10000941570
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Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S. - 1994
Persistent link: https://www.econbiz.de/10000941571
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Pricing term structure risk in futures markets
Nijman, Theodore E.; Roon, Frans de; Veld, Chris H. - 1996
Persistent link: https://www.econbiz.de/10000944055
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Pricing foreign exchange options : incorporating purchasing power parity
Cheung, Michael Tow; Yeung, David W. K. - 1992
Persistent link: https://www.econbiz.de/10000946092
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Applying economic restrictions to foreign exchange rate dynamics : spot rates, futures, and options
Dothan, Michael U. - 1996
Persistent link: https://www.econbiz.de/10000946467
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Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B. - 1996
Persistent link: https://www.econbiz.de/10000946743
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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951352
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In Plato's cave : sharpening the shadows of monetary announcements
Gallo, Giampiero M.; Marcellino, Massimiliano - 1996
Persistent link: https://www.econbiz.de/10000952221
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The forward premium bias under different monetary policy environments
Steele, David - 1996
Persistent link: https://www.econbiz.de/10000954069
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Increasing returns in futures markets
Goss, Barry A.; Avsar, S. Gulay - 1995
Persistent link: https://www.econbiz.de/10000954406