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271
Volatility models of exchange-rate dynamics and the pricing of foreign-currency options
Kaehler, Jürgen
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 315-340)
.
1994
Persistent link: https://www.econbiz.de/10001286936
Saved in:
272
The modified asset-market model of exchange-rate determination
Vora, Gautam
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 225-239)
.
1994
Persistent link: https://www.econbiz.de/10001286940
Saved in:
273
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
Saved in:
274
Verursacht die Eigendynamik der internationalen Devisenmärkte Anpassungslasten für die reale Wirtschaft?
Eckwert, Bernhard
;
Kloten, Norbert
- In:
Finanzmärkte
,
(pp. 253-262)
.
1997
Persistent link: https://www.econbiz.de/10001297733
Saved in:
275
Naked and covered speculation in foreign exchange market
Ghosh, Dilip K.
- In:
The global structure of financial markets : an overview
,
(pp. 119-143)
.
1997
Persistent link: https://www.econbiz.de/10001297765
Saved in:
276
Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 189-203)
.
1998
Persistent link: https://www.econbiz.de/10001301445
Saved in:
277
Foreign exchange futures prices under fixed exchange rates
Lizondo, José Saúl
- In:
Selected writings on futures markets : explorations in …
,
(pp. 441-455)
.
1985
Persistent link: https://www.econbiz.de/10001305654
Saved in:
278
Determinants of currency risk premiums
Carlson, John A.
;
Osler, Carol
-
1999
Persistent link: https://www.econbiz.de/10001398203
Saved in:
279
Foreign exchange hedging with synthetic options and the interest rate defense of a fixed-exchange-rate regime
Garber, Peter M.
;
Spencer, Michael George
- In:
Exchange rates, capital flows, and monetary policy in a …
,
(pp. 100-127)
.
1997
Persistent link: https://www.econbiz.de/10001402047
Saved in:
280
The dynamic relationship of volatility, volume, and market depth in currency futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001402116
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