Narrow search
Showing 1 - 10 of 418
Cover Image
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.; Lye, Jenny N.; Martin, Gael M.; Martin, Vance - In: Journal of international economics 45 (1998) 2, pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
Cover Image
Pricing currency options in tranquil markets : modelling volatility frowns
Lim, Guay C.; Martin, Gael M.; Martin, Vance - 2002
Persistent link: https://www.econbiz.de/10001704963
Cover Image
Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.; Martin, Gael M.; Martin, Vance - 2002
Persistent link: https://www.econbiz.de/10001704970
Cover Image
Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.; Martin, Gael M.; Martin, Vance - In: Journal of applied econometrics 20 (2005) 3, pp. 377-404
Persistent link: https://www.econbiz.de/10002807211
Cover Image
Forecasting large changes in exchange rates
Lim, Guay C.; Martin, Vance - In: Economic forecasting, (pp. 255-276). 2000
Persistent link: https://www.econbiz.de/10001515132
Cover Image
Weighted monetary aggregates : empirical evidence from Australia
Lim, Guay C.; Martin, Vance - In: Divisia monetary aggregates : theory and practice, (pp. 249-262). 2000
Persistent link: https://www.econbiz.de/10001532476
Cover Image
Australian money market interest rates : leads and lags in the transmission process
Lim, Guay C.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000829898
Cover Image
A spectral-temporal index of US interest rates
Lim, Guay C.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832241
Cover Image
Is the demand for money cointegrated or disintegrated? : the case of Australia
Lim, Guay C.; Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832849
Cover Image
A money market interest rate index for Australia based on cyclical characteristics
Lim, Guay C.; Martin, Vance - 1989
Persistent link: https://www.econbiz.de/10000833501