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401
Overview of forward rate analysis
Ilmanen, Antti
- In:
The handbook of fixed income securities
,
(pp. 159-181)
.
2005
Persistent link: https://www.econbiz.de/10003054204
Saved in:
402
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
- In:
Journal of applied economics
7
(
2004
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10002891902
Saved in:
403
A study of transaction costs in the forward and futures exchange markets during the years of floating exchange rates
Petersen, Janis
-
1980
Persistent link: https://www.econbiz.de/10002655281
Saved in:
404
Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997
Karuppiah, Jeyanthi
;
Los, Cornelis Albertus
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 211-246
Persistent link: https://www.econbiz.de/10002738297
Saved in:
405
Hedging mismatched currencies with options and futures
Kit, Pong Wong
;
Lien, Da-hsiang Donald
;
Tse, Maurice …
-
2002
Persistent link: https://www.econbiz.de/10001729106
Saved in:
406
Exchange rate modelling
MacDonald, Ronald
;
Marsh, Ian
-
1999
Persistent link: https://www.econbiz.de/10001422339
Saved in:
407
Forward discount dynamics in integrated markets
Aguirre, Maria Sophia
- In:
International review of economics & finance : IREF
8
(
1999
)
1
,
pp. 87-104
Persistent link: https://www.econbiz.de/10001427831
Saved in:
408
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:
409
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:
410
Testing the structural stability of a risk aversion parameter in the foreign exchange market
Nakamura, Hideki
- In:
The Japanese economic review : the journal of the …
47
(
1996
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10001207123
Saved in:
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