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Structural changes in foreign exchange markets
Akiba, Hiroya - 1994
Persistent link: https://www.econbiz.de/10000882413
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Expectations and forecasting in the US Dollar/British pound market
Goss, Barry A.; Fry, Jane M. - 1994
Persistent link: https://www.econbiz.de/10000888896
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On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert; Hodrick, Robert J. - 1993
Persistent link: https://www.econbiz.de/10000855221
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Non-constant variances and foreign exchange risk : an empirical study
Attanasio, Orazio P.; Edey, Malcolm L. - 1987
Persistent link: https://www.econbiz.de/10000768967
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On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert; Hodrick, Robert J. - 1991
Persistent link: https://www.econbiz.de/10000824248
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Misspecification bias in tests of the forward foreign exchange rate unbiasedness hypothesis
Boucher Breuer, Janice - 1991
Persistent link: https://www.econbiz.de/10000826229
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A sensitivity analysis of an estimation method of the forward rate or the yield curve
Lorimier, Sabine - 1994
Persistent link: https://www.econbiz.de/10000554943
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Modeling volatility dynamics
Diebold, Francis X.; Lopez, Jose A. - 1995
Persistent link: https://www.econbiz.de/10000587223
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The pitfalls of estimating transactions costs from price data : evidence from trans-Atlantic gold-point arbitrage, 1886 - 1905
Coleman, Andrew (contributor) - 2007
Persistent link: https://www.econbiz.de/10003445690
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The pitfalls of estimating transactions costs from price data : evidence from trans-Atlantic gold-point arbitrage, 1886 - 1905
Coleman, Andrew - In: Explorations in economic history : EEH 44 (2007) 3, pp. 387-410
Persistent link: https://www.econbiz.de/10003522045