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The “forward premium puzzle” and the sovereign default risk
Coudert, Virginie
;
Mignon, Valérie
-
2011
Persistent link: https://www.econbiz.de/10009378661
Saved in:
2
Resolving the unbiasedness puzzle in the foreign exchange market
Thornton, Daniel L.
-
2009
Persistent link: https://www.econbiz.de/10003799104
Saved in:
3
Resolving the unbiasedness and forward premium puzzles
Thornton, Daniel L.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003740607
Saved in:
4
Order flows, delta hedging and exchange rate dynamics
Rzepkowski, Bronka
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002419329
Saved in:
5
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
(
contributor
);
Kiliç, Rehim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003001886
Saved in:
6
Cross-currency LIBOR market models
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001634329
Saved in:
7
Indirect hedging of exchange rate risk
Broll, Udo
;
Wahl, Jack E.
;
Zilcha, Itzhak
-
1994
Persistent link: https://www.econbiz.de/10000912923
Saved in:
8
An equilibrium apporach to pricing foreign currency options
Sørensen, Carsten
-
1994
Persistent link: https://www.econbiz.de/10000893722
Saved in:
9
American exchange options and a put-call transformation
Bjerksund, Petter
;
Stensland, Gunnar
-
1992
Persistent link: https://www.econbiz.de/10000879786
Saved in:
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