Currency crisis prediction using ADR market data : an options-based approach
Year of publication: |
2010
|
---|---|
Authors: | Maltritz, Dominik ; Eichler, Stefan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 26.2010, 4, p. 858-884
|
Subject: | Währungskrise | Currency crisis | Prognoseverfahren | Forecasting model | Geldmarktpapier | Money market instruments | Optionspreistheorie | Option pricing theory |
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