Can short-term foreign exchange volatility be predicted by the global hazard index?
Year of publication: |
2001
|
---|---|
Authors: | Brousseau, Vincent |
Other Persons: | Scacciavillani, Fabio (contributor) |
Publisher: |
Frankfurt am Main : European Central Bank |
Subject: | Wechselkurs | Exchange rate | Devisenoption | Currency option | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Währungsrisiko | Exchange rate risk | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Welt | World | 1993-1999 |
-
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian, (2000)
-
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian, (2001)
-
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian, (2000)
- More ...
-
A global hazard index for the world foreign exchange markets
Brousseau, Vincent, (1999)
-
Can short-term foreign exchange volatility be predicted by the Global Hazard Index?
Brousseau, Vincent, (2001)
-
Can short-term foreign exchange volatility be predicted by the Global Hazard Index?
Brousseau, Vincent, (2001)
- More ...