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~isPartOf:"Bank i kredyt"
~isPartOf:"Economic modelling"
~isPartOf:"Research in international business and finance"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Zinsparität"
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Volatility
Interest rate parity
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Zinsparität
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13
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8
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Cheong, Calvin W. H.
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ECONIS (ZBW)
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1
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
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2
On the predictability of carry trade returns : the case of the Chinese Yuan
Cheong, Calvin W. H.
;
Sinnakkannu, Jothee
;
Ramasamy, …
- In:
Research in international business and finance
39
(
2017
),
pp. 358-376
Persistent link: https://www.econbiz.de/10011876500
Saved in:
3
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey
Sensoy, Ahmet
;
Sobaci, Cihat
- In:
Economic modelling
43
(
2014
),
pp. 448-457
Persistent link: https://www.econbiz.de/10010503016
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4
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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5
Ryzyko walutowe i wahania kursu PLN/EUR w latach 1999 - 2009
Kelm, Robert
- In:
Bank i kredyt
42
(
2011
)
2
,
pp. 31-66
Persistent link: https://www.econbiz.de/10009152183
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