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Evidence to the stern review onthe economics of climate change
Salmon, Mark H.; Weston, Stephen - 2004
Persistent link: https://www.econbiz.de/10008856848
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On uncertainty, market timing and the predictability of tick by tick exchange rates
Kozhan, Roman; Salmon, Mark H. - 2008
Persistent link: https://www.econbiz.de/10008856292
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Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Kozhan, Roman; Salmon, Mark H. - 2008
Persistent link: https://www.econbiz.de/10008856293
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Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index
Hurd, Matthew (contributor); Salmon, Mark H. (contributor);  … - 2007
"We model the joint risk-neutral distribution of the euro-sterling and the dollar-sterling exchange rates using option-implied marginal distributions that are connected via a copula function that satisfies the triangular no-arbitrage condition. We then derive a univariate distribution for a...
Persistent link: https://www.econbiz.de/10003595871
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Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
Bouyé, Eric; Salmon, Mark H. - In: The European journal of finance 15 (2009) 7/8, pp. 721-750
Persistent link: https://www.econbiz.de/10003924430
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The information content of a limit order book : the case of an FX market
Kozhan, Roman; Salmon, Mark H. - In: Journal of financial markets 15 (2012) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10009356615
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Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Kozhan, Roman; Salmon, Mark H. - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1106-1122
Persistent link: https://www.econbiz.de/10003844189
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Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index
Hurd, Matthew; Salmon, Mark H.; Schleicher, Christoph - 2005
Persistent link: https://www.econbiz.de/10002979536
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On the differential geometry of the Wald test with nonlinear restrictions
Critchley, Frank - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1213-1222
Persistent link: https://www.econbiz.de/10001206914
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Applications of differential geometry to econometrics
Marriott, Paul (ed.); Salmon, Mark H. (contributor) - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484013