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Introduction to futures and options markets
Hull, John - 1991 - 1. [print.]
Persistent link: https://www.econbiz.de/10000817711
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Cointregration and the unbiased efficiency of the forward exchange rate
Cifarelli, Giulio - 1990
Persistent link: https://www.econbiz.de/10000821415
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The significance of technical trading-rule profits in the foreign exchange market : a bootstrap approach
Levich, Richard M.; Thomas, Lee R. - 1991
Persistent link: https://www.econbiz.de/10000822417
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Stationary representations, cointegration, and rational expectations with an application to the forward foreign exchange market
Boucher Breuer, Janice - 1991
Persistent link: https://www.econbiz.de/10000825967
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Trigger strategies and price dynamics in equity and foreign exchange markets
Krugman, Paul R. - 1987
Persistent link: https://www.econbiz.de/10000755043
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The risk premium in the foreign exchange market
Sibert, Anne C. - 1987
Persistent link: https://www.econbiz.de/10000755844
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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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Exporting firm and forward markets : the multiperiod case
Zilcha, Itzhak; Eldor, Rafael - 1987
Persistent link: https://www.econbiz.de/10000760620