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Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten

Alexander, Volbert (contributor); Baltensperger, Ernst (ed.) - 1998

Persistent link: https://www.econbiz.de/10013280903

Finance internationale : l'état actuel de la théorie ; journées AFSE - GRECO CNRS- EFIQ

Girardin, Eric (contributor) - 1992

Persistent link: https://www.econbiz.de/10000855391

The determination of long-term interest rates and exchange rates and the role of expectations

1996

Persistent link: https://www.econbiz.de/10000647289

Essays on credit default swap and futures markets

Kuate Kamga, Christel Merlin - 2015

Persistent link: https://www.econbiz.de/10011449764

Three essays on international finance

Borisenko, Dmitrij - 2019

strategies. In the second chapter (jointly with Igor Pozdeev), we document a drift in exchange rates before monetary policy … decisions and thus that the drift is exploitable by investors. Buying (selling) currencies ten days in advance of predicted …

Persistent link: https://www.econbiz.de/10011992377

Exchange rates, capital flows, and monetary policy in a changing world economy : proceedings of a Conference, Federal Reserve Bank of Dallas, Dallas, Texas, September 14 - 15, 1995

Gruben, William C. (ed.); Gould, David (contributor); … - 1997

Persistent link: https://www.econbiz.de/10000626594

Special issue on "Multivariate volatility models"

Garcia, René (contributor); Ghysels, Eric (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003907531

News shocks, monetary policy, and amplification effects in New Keynesian macroeconomics

Offick, Sven - 2015

Persistent link: https://www.econbiz.de/10011431930

Essays on jump-diffusion models in asset pricing and on the prediction of aggregate stock returns

Frey, Roman - 2013

Diese Dissertation besteht aus drei individuellen Aufsätzen, die jeweils eine in sich geschlossene Forschungsarbeit darstellt. Im ersten Aufsatz, "Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis was Good For", analysieren wir die out-of-sample...

Persistent link: https://www.econbiz.de/10009713890

Exchange rates : policies, effects and fluctuations

Perkins, Natalie B. (ed.) - 2011

Persistent link: https://www.econbiz.de/10009419420