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~isPartOf:"Australian economic papers"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: subject_exact:"Deutschmark"
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Deutsche Mark
18
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Australian economic papers
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
Journal of international money and finance
21
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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Du franc Poincaré à l'écu : colloque tenu à Bercy les 3 et 4 décembre 1992
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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50 years of the German Mark : essays in honour of Stephen F. Frowen
2
Anglo-German Foundation
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ECONIS (ZBW)
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1
Why has the euro been falling? : An investigation into the determinants of the exchange rate
Sinn, Hans-Werner
;
Westermann, Frank
-
2001
Persistent link: https://www.econbiz.de/10001594231
Saved in:
2
Introduction to "exchange rates in Europe and Australasia : fundamental determinants, adjustments and policy implications
Stein, Jerome L.
;
Lim, Guay C.
- In:
Australian economic papers
41
(
2002
)
4
,
pp. 329-341
Persistent link: https://www.econbiz.de/10001997383
Saved in:
3
A history of the D-Mark's real external value
Fischer, Christoph
;
Sauernheimer, Karlhans
- In:
Australian economic papers
41
(
2002
)
4
,
pp. 480-498
Persistent link: https://www.econbiz.de/10001997632
Saved in:
4
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Saved in:
5
The determinants of bid-ask spreads in the foreign exchange futures market : a microstructure analysis
Ding, David K.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001377955
Saved in:
6
Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin
;
Boyd, Milton
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
Saved in:
7
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
-
1997
Persistent link: https://www.econbiz.de/10000623860
Saved in:
8
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
9
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
10
Estimating the probability distribution of the future exchange rate from option prices
Malz, Allan Martin
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 18-36
Persistent link: https://www.econbiz.de/10001232636
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