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Treatment of interest rate and exchange rate contracts in the risk asset ratio
Taylor, ...
(
contributor
)
-
1987
Persistent link: https://www.econbiz.de/10000862374
Saved in:
2
Potential credit exposure on interest rate and foreign exchange rate related instruments
1988
Persistent link: https://www.econbiz.de/10000865651
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3
International stock price spillovers and market liberalization : evidence from Korea, Japan, and the United States
Kim, Sang W.
;
Rogers, John H.
-
1995
Persistent link: https://www.econbiz.de/10000935409
Saved in:
4
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
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5
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
6
A utility based comparison of some models of exchange rate volatility
West, Kenneth D.
;
Edison, Hali J.
;
Cho, Dongchul
-
1993
Persistent link: https://www.econbiz.de/10000856008
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7
Relative price volatility : what role does the border play?
Engel, Charles
-
1998
Persistent link: https://www.econbiz.de/10000995024
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8
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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9
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
10
European monetary arrangements : implications for the dollar, exchange rate variability and credibility
Edison, Hali J.
;
Kole, Linda S.
-
1994
Persistent link: https://www.econbiz.de/10000887384
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