Narrow search
Showing 1 - 10 of 188,099
Cover Image
Volatility dependence across Asia-Pacific on-shore and off-shore U.S.dollar futures markets
Colavecchio, Roberta; Funke, Michael - 2007
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China's U.S. dollar future …
Persistent link: https://www.econbiz.de/10012148539
Cover Image
Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
Colavecchio, Roberta; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2007
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China´s U.S. dollar future …
Persistent link: https://www.econbiz.de/10005247756
Cover Image
Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets
Colavecchio, Roberta; Funke, Michael - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2007
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China´s U.S. dollar future …
Persistent link: https://www.econbiz.de/10005771106
Cover Image
Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta; Funke, Michael - 2006
-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005.To account for the time ….The empirical results demonstrate that the renminbi non-deliverable forward (NDF) has been a driver of various Asian currency …
Persistent link: https://www.econbiz.de/10012148519
Cover Image
Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2008
-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time … empirical results demonstrate that the renminbi non-deliverable forward (NDF) has been a driver of various Asian currency …
Persistent link: https://www.econbiz.de/10005823534
Cover Image
Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Colavecchio, Roberta; Funke, Michael - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2006
-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time … empirical results demonstrate that the renminbi non-deliverable forward (NDF) has been a driver of various Asian currency …
Persistent link: https://www.econbiz.de/10005419581
Cover Image
Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Funke, Michael; Colavecchio, Roberta - Institut für Makroökonomie und Wirtschaftspolitik, … - 2008
-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time … empirical results demonstrate that the renminbi non-deliverable forward (NDF) has been a driver of various Asian currency …
Persistent link: https://www.econbiz.de/10010559464
Cover Image
Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets
Funke, Michael; Colavecchio, Roberta - Institut für Makroökonomie und Wirtschaftspolitik, … - 2009
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China’s currency forwards …
Persistent link: https://www.econbiz.de/10010559465
Cover Image
Volatility Transmissions between Renminbi and Asia-Pacific On-Shore and Off-Shore U.S. Dollar Futures
Colavecchio, Roberta; Funke, Michael - 2007
-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time … empirical results demonstrate that the renminbi non-deliverable forward (NDF) has been a driver of various Asian currency …
Persistent link: https://www.econbiz.de/10014225310
Cover Image
Volatility Dependence Across Asia-Pacific Onshore and Offshore Currency Forwards Markets
Colavecchio, Roberta - 2009
displays considerable persistence. Our analysis provides evidence that the knock-on effects from China's currency forwards …
Persistent link: https://www.econbiz.de/10012718563