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subject:"Zinsstruktur"
~isPartOf:"Economic modelling"
~isPartOf:"HKIMR working paper"
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Zinsstruktur
Currency derivative
19
Währungsderivat
19
Exchange rate
9
Theorie
9
Theory
9
Wechselkurs
9
Interest rate parity
6
Volatility
6
Volatilität
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Zinsparität
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Welt
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World
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Time series analysis
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US dollar
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US-Dollar
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Hui, Cho H.
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Li, Xiao-ping
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Economic modelling
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Documentos de trabajo Economía y Finanzas No 13-9
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ECONIS (ZBW)
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Breakdown of covered interest parity : mystery or myth?
Wong, Alfred Y.
;
Zhang, Jiayue
-
2017
Persistent link: https://www.econbiz.de/10012201638
Saved in:
2
Risk-adjusted covered interest parity : theory and evidence
Wong, Alfred Y.
;
Leung, David
;
Ng, Calvin
-
2016
Persistent link: https://www.econbiz.de/10012200964
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3
Dynamic interactions between government bonds and exchange rate expectations in currency options
Hui, Cho H.
;
Tan, Edward
-
2016
Persistent link: https://www.econbiz.de/10012200973
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4
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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