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person:"Cifarelli, Giulio"
~person:"Tucker, Alan L."
~person:"Boucher Breuer, Janice"
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Cifarelli, Giulio
Tucker, Alan L.
Boucher Breuer, Janice
Broll, Udo
59
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27
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25
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International journal of finance & economics : IJFE
2
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2
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2
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2
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2
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ECONIS (ZBW)
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1
Exchange rates and international financial assets : a special issue in honor of Stanley W. Black
Cushman, David O.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003616393
Saved in:
2
Exchange rates and international financial assets : a special isse in honor of Stanley W. Black
Cushman, David O.
;
Boucher Breuer, Janice
- In:
Review of financial economics : RFE
16
(
2007
)
3
,
pp. 231-234
Persistent link: https://www.econbiz.de/10003616399
Saved in:
3
Term effects and the time-varying risk premium in tests of forward foreign exchange rate unbiasedness
Boucher Breuer, Janice
- In:
International journal of finance & economics : IJFE
5
(
2000
)
3
,
pp. 211-220
Persistent link: https://www.econbiz.de/10001519403
Saved in:
4
Day-of-week effects in tests of forward foreign exchange rate unbiasedness
Boucher Breuer, Janice
- In:
International journal of finance & economics : IJFE
4
(
1999
)
3
,
pp. 193-204
Persistent link: https://www.econbiz.de/10001434332
Saved in:
5
The exchange rate crisis of September 1992 and the pricing of Italian financial futures
Cifarelli, Giulio
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 827-849
Persistent link: https://www.econbiz.de/10001249186
Saved in:
6
The road less travelled : institutional aspects of data and their influence on empirical estimates with an application to tests of forward rate unbiasedness
Boucher Breuer, Janice
- In:
The economic journal : the journal of the Royal …
106
(
1996
)
434
,
pp. 26-38
Persistent link: https://www.econbiz.de/10001194054
Saved in:
7
Ex ante real interest rate differentials, ex ante real exchange rate changes and the pricing of forward exchange rates
Cifarelli, Giulio
- In:
Giornale degli economisti e annali di economia
54
(
1995
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001192869
Saved in:
8
A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
Hilliard, Jimmy E.
- In:
Journal of banking & finance
16
(
1992
)
6
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10001136204
Saved in:
9
Exchange rate market efficiency tests and cointegration analysis
Cifarelli, Giulio
- In:
Economia internazionale
45
(
1992
)
2
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001137518
Saved in:
10
Stationary representations, cointegration, and rational expectations with an application to the forward foreign exchange market
Boucher Breuer, Janice
-
1991
Persistent link: https://www.econbiz.de/10000825967
Saved in:
11
Misspecification bias in tests of the forward foreign exchange rate unbiasedness hypothesis
Boucher Breuer, Janice
-
1991
Persistent link: https://www.econbiz.de/10000826229
Saved in:
12
Market efficiency tests using forward and futures exchange contracts
Boucher Breuer, Janice
- In:
Global finance journal
2
(
1991
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10001118935
Saved in:
13
Market-determined premia for American currency spot options
Hilliard, Jimmy E.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
Saved in:
14
Cointegration and the unbiased efficiency of the forward exchange rate
Cifarelli, Giulio
- In:
Best papers proceedings
1
(
1991
)
2
,
pp. 40-44
Persistent link: https://www.econbiz.de/10001128300
Saved in:
15
Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
Saved in:
16
Impact of the Louvre Accord on actual and anticipated exchange rate volatilities
Tucker, Alan L.
- In:
Journal of international financial markets, …
1
(
1991
)
2
,
pp. 43-59
Persistent link: https://www.econbiz.de/10001109982
Saved in:
17
Cointregration and the unbiased efficiency of the forward exchange rate
Cifarelli, Giulio
-
1990
Persistent link: https://www.econbiz.de/10000821415
Saved in:
18
Un modello del tasso di cambio a termine : analisi teorica e verifica empirica
Cifarelli, Giulio
- In:
Economia politica : journal of analytical and …
7
(
1990
)
2
,
pp. 165-190
Persistent link: https://www.econbiz.de/10001097836
Saved in:
19
Predicting currency return volatility
Scott, Elton
- In:
Journal of banking & finance
13
(
1989
)
6
,
pp. 839-851
Persistent link: https://www.econbiz.de/10001080598
Saved in:
20
Implied spot rates as predictors of currency returns : a note
Peterson, David R.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001057962
Saved in:
21
The relative valuation of American currency spot and futures options : theory and empirical tests
Ogden, Joseph P.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
4
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001060150
Saved in:
22
Foreign exchange option prices as predictors of equilibrium forward exchange rates
Tucker, Alan L.
- In:
Journal of international money and finance
6
(
1987
)
3
,
pp. 283-294
Persistent link: https://www.econbiz.de/10001043618
Saved in:
23
Empirical tests of the efficiency of the currency futures options market
Ogden, Joseph P.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 695-703
Persistent link: https://www.econbiz.de/10001149658
Saved in:
24
Empirical tests of the efficiency of the currency option market
Tucker, Alan L.
- In:
The journal of financial research
8
(
1985
)
4
,
pp. 275-285
Persistent link: https://www.econbiz.de/10001019929
Saved in:
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