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type_genre:"Statistik"
~subject:"Pfund Sterling"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
~type_genre:"Non-commercial literature"
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ECONIS (ZBW)
82
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1
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82
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1
Asset price based estimates of sterling exchange rate risk premia
Groen, Jan J. J.
;
Balakrishnan, Ravi
-
2004
Persistent link: https://www.econbiz.de/10002606814
Saved in:
2
The common-trend and transitory dynamics in real exchange rate fluctuations
Bergman, Michael U.
;
Cheung, Yin-Wong
;
Lai, Kon-sun
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009011326
Saved in:
3
Capturing asymmetry in real exchange rate with quantile autoregression
Ferreira, Mauro S.
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10009012244
Saved in:
4
The forward exchange rate bias puzzle is persistent : evidence from stochastic and nonparametric cointegration tests
Aggarwal, Raj
;
Lucey, Brian M.
;
Mohanty, Sunil
- In:
The financial review : the official publication of the …
44
(
2009
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10003899958
Saved in:
5
US monetary policy surprises and currency futures markets : a new look
Wang, T'ao
;
Yang, Jian
;
Simpson, Marc W.
- In:
The financial review : the official publication of the …
43
(
2008
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10003773691
Saved in:
6
Option volume, strike distribution, and foreign exchange rate movements
Cassano, Mark A.
;
Han, Bing
- In:
Review of quantitative finance and accounting
30
(
2008
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10003614099
Saved in:
7
Dispersion of beliefs in the foreign exchange market
Jongen, Ron
;
Verschoor, Willem F. C.
;
Wolff, Christiaan …
-
2008
Persistent link: https://www.econbiz.de/10003676103
Saved in:
8
Poisson jumps and long memory volatility process in high frequency European exchange rates
Han, Young Wook
- In:
Seoul journal of economics
20
(
2007
)
2
,
pp. 202-222
Persistent link: https://www.econbiz.de/10003499986
Saved in:
9
Asset price based estimates of sterling exchange rate risk premia
Groen, Jan J. J.
;
Balakrishnan, Ravi
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10003274930
Saved in:
10
Stochastic discount factor models of currency pricing
Lebedinsky, Alexander G.
-
2004
Persistent link: https://www.econbiz.de/10003555568
Saved in:
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