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Valuta-opties in theorie en praktijk : symposium op 5 november 1987, Amsterdam
1987
Persistent link: https://www.econbiz.de/10000757514
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Optimal currency hedge ratios : the influence of the interest rate differential
Solnik, Bruno - 1989
Persistent link: https://www.econbiz.de/10000759166
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Liquidity, risk, and efficient forward foreign exchange markets
Arroyo, Cristino R. - 1988
Persistent link: https://www.econbiz.de/10000759480
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The pricing of forward exchange rates
Levine, Ross - 1987
Persistent link: https://www.econbiz.de/10000761541
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Creating and pricing hybrid foreign currency options
Briys, Eric; Crouhy, Michel - 1988 - Rev
Persistent link: https://www.econbiz.de/10000763295
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Equity risk premia and the pricing of foreign exchange risk
Korajczyk, Robert A.; Viallet, Claude J. - 1989
Persistent link: https://www.econbiz.de/10000763456
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Has the rational expectations proxy biased the evidence on a risk premium in the forward exchange market?
Capel, Jeannette Johanna; Jong, Eelke de - 1988
Persistent link: https://www.econbiz.de/10000763793
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On the bivariate analysis of speculative efficiency in forward markets
Lévy, Emile; Nobay, A. Robert - 1988
Persistent link: https://www.econbiz.de/10000766358
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A comparison of foreign currency option valuation models
Weatherford, Alan M. - 1986
Persistent link: https://www.econbiz.de/10000766966
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The theory and practice of futures markets
Leuthold, Raymond M.; Junkus, Joan C.; Cordier, Jean - 1989
Persistent link: https://www.econbiz.de/10000769746