Sobre el sesgo de los tipos de cambio forward : el caso de la peseta
Year of publication: |
1993
|
---|---|
Authors: | Cavaglia, Stefano M. ; Wolff, Christiaan Cornelis Petrus |
Published in: |
Información comercial española / Cuadernos económicos. - Madrid, ISSN 0210-2633, ZDB-ID 860787-4. - 1993, p. 31-43
|
Subject: | Währungsderivat | Currency derivative | US-Dollar | US dollar | Deutsche Mark | Spanien | Spain | 1986-1991 |
-
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel, (1997)
-
US monetary policy surprises and currency futures markets : a new look
Wang, T'ao, (2008)
-
Stochastic discount factor models of currency pricing
Lebedinsky, Alexander G., (2004)
- More ...
-
A note on the determinants of unexpected exchange rate movements
Cavaglia, Stefano M., (1996)
-
On the biasedness of forward foreign exchange rates : irrationality or risk premia?
Cavaglia, Stefano M., (1994)
-
Further evidence on exchange rate expectations
Cavaglia, Stefano M., (1993)
- More ...