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Demographic transition and the real exchange rate in Australia : an empirical investigation

Hassan, Kamrul; Salim, Ruhul A.; Bloch, Harry - In: New Zealand economic papers 49 (2015) 1, pp. 62-77

Persistent link: https://www.econbiz.de/10011404737

Transaction Cost Discovery by Decomposition of the Error Term : A Bootstrapping Approach

Hoque, Ariful - 2011

There is agreement regarding the fundamental role of transaction costs in determining currency options market efficiency. However, the estimation of transaction costs in this relationship is controversial. In this study, a bootstrapping approach is adapted to decompose the error term of the...

Persistent link: https://www.econbiz.de/10013123048

Modeling volatility in foreign currency option pricing

Hoque, Ariful; Chan, Felix; Manzur, Meher - In: Multinational finance journal : MF ; quarterly … 13 (2009) 3/4, pp. 189-208

Persistent link: https://www.econbiz.de/10008654497

The stationarity of South Asian real exchange rates allowing for structural breaks

Hoque, Ariful; Banerjee, Rajabrata - In: Australasian accounting business and finance journal : AABF 8 (2014) 3, pp. 45-54

Persistent link: https://www.econbiz.de/10010520022