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1191
VOLATILITY PROPENSITY AND DENSITY How to read the market with probability density functions recovered from empirical data - the second of two articles.
McCauley, Robert
;
Melick, Will
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
12
,
pp. 52-54
Persistent link: https://www.econbiz.de/10007075886
Saved in:
1192
RISK REVERSAL RISK - The first of two articles on how the volatility smile reflects market sentiment.
McCauley, Robert
;
Melick, Will
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
11
,
pp. 54-58
Persistent link: https://www.econbiz.de/10007076458
Saved in:
1193
After the global financial crisis: From international to multinational banking?
McCauley, Robert
;
McGuire, Patrick
;
von Peter, Goetz
- In:
Journal of economics and business
64
(
2012
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10009843553
Saved in:
1194
Official reserves and currency management in Asia : myth, reality and the future
Genberg, Hans
;
McCauley, Robert N.
;
Pak, Yŏng-chŏl
; …
-
2005
Persistent link: https://www.econbiz.de/10013430138
Saved in:
1195
The anatomy of the bond market turbulence of 1994
Borio, Claudio E. V.
-
1995
Persistent link: https://www.econbiz.de/10013431807
Saved in:
1196
The Euro and European financial markets
McCauley, Robert N.
-
1997
Persistent link: https://www.econbiz.de/10013431818
Saved in:
1197
The Euro and the Dollar
McCauley, Robert N.
-
1997
Persistent link: https://www.econbiz.de/10013431826
Saved in:
1198
Living with flexible exchange rates : issues and recent experience in inflation targeting emerging market economies
Ho, Corrinne
;
McCauley, Robert N.
-
2003
Persistent link: https://www.econbiz.de/10013431910
Saved in:
1199
Do central banks rebalance their currency shares?
Chinn, Menzie D.
;
Ito, Hiro
;
McCauley, Robert N.
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013433620
Saved in:
1200
Dollar debt in FX swaps and forwards : huge, missing and growing
Borio, Claudio E. V.
;
McCauley, Robert N.
;
McGuire, …
- In:
BIS quarterly review : international banking and …
(
2022
),
pp. 67-73
Persistent link: https://www.econbiz.de/10013472585
Saved in:
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