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Order flows, delta hedging and exchange rate dynamics
Rzepkowski, Bronka (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002419329
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La crédibilité du currency board de Hong Kong
Rzepkowski, Bronka - In: Revue économique : revue bimestrielle 52 (2001) 2, pp. 285-301
Persistent link: https://www.econbiz.de/10001699328
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The expectations of Hong Kong Dollar devaluation and their determinants
Rzepkowski, Bronka - 2000
Persistent link: https://www.econbiz.de/10001456084
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La crédibilité du mécanisme de change européen à bandes élargies
Rzepkowski, Bronka - In: International economics : a journal published by CEPII … (1997), pp. 25-59
Persistent link: https://www.econbiz.de/10001238294
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Impact de l'annonce de la modalité de fixation des taux de conversion des monnaies européennes
Rzepkowski, Bronka - In: Economie & prévision : EP (1997), pp. 145-159
Persistent link: https://www.econbiz.de/10001228670
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Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka - In: Economie & prévision : EP (2001) 2, pp. 71-97
Persistent link: https://www.econbiz.de/10001674730
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Heterogeneous expectations, currency options and the euro-dollar exchange rate
Rzepkowski, Bronka - 2001
Persistent link: https://www.econbiz.de/10001563629
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Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka - 2001
Persistent link: https://www.econbiz.de/10001563631
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The devaluation expectations in Hong Kong and their determinants
Rzepkowski, Bronka - In: Journal of the Japanese and international economies : … 17 (2003) 2, pp. 174-191
Persistent link: https://www.econbiz.de/10001771905
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Risk spillover among hedge funds: The role of redemptions and fund failures
Klaus, Benjamin; Rzepkowski, Bronka - 2009
This paper aims at analysing the mortality patterns of hedge funds over the period January 1994 to May 2008. In particular, we investigate the extent to which a spillover of risk among hedge funds through redemptions and failures of other funds has affected the probability of fund failure. We...
Persistent link: https://www.econbiz.de/10011605158