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Do Reuters spreads reflect currencies' differences in global trading activity?
Hartmann, Philipp - In: Journal of international money and finance 17 (1998) 5, pp. 757-784
Persistent link: https://www.econbiz.de/10001253053
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Der heimliche Raubzug : wie Geldhändler die Notenbanken ausplündern
Millman, Gregory J. - 1995 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000919471
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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T. - 1994
Persistent link: https://www.econbiz.de/10000920922
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Is there a premium for currencies correlated with volatility? : Some evidence from risk reversals
Pagès, Henri - 1996
Persistent link: https://www.econbiz.de/10000928028
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On the efficiency of foreign exchange markets
Froot, Kenneth - 1992
Persistent link: https://www.econbiz.de/10000930920
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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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Modeling volatility dynamics
Diebold, Francis X.; López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945662
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Exchange rate dynamics, currency risk and international portfolio strategies
Adjaoute, Kpate; Tuchschmid, Nils S. - 1995
Persistent link: https://www.econbiz.de/10000946875
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Valuation of foreign currency options : some empir. tests
Shastri, Kuldeep - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 2, pp. 145-160
Persistent link: https://www.econbiz.de/10001010782