Similar Search Results

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

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

Stock price fluctuations in Australia : the influence of Japanese and US markets

Lim, Guay C.; McNelis, Paul D. - 1996

Persistent link: https://www.econbiz.de/10000931486

Stock price fluctuations in Australia : the influence of Japanese and US markets

Lim, Guay C. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 71-89

Persistent link: https://www.econbiz.de/10001250675

Endogenous jumping and asset price dynamics

Lim, Guay C.; Martin, Vance; Teo, Leslie E. - In: Macroeconomic dynamics 2 (1998) 2, pp. 213-237

Persistent link: https://www.econbiz.de/10001617645

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

Deviations from uncovered interest parity in Malaysia

Soo Khoon Goh; Lim, Guay C.; Olekalns, Nilss - In: Applied financial economics 16 (2006) 10, pp. 745-759

Persistent link: https://www.econbiz.de/10003334987

Pricing currency options in the presence of time-varying volatility and non-normalities

Lim, Guay C.; Martin, Gael M.; Martin, Vance - In: Journal of multinational financial management 16 (2006) 3, pp. 291-314

Persistent link: https://www.econbiz.de/10003328760

The not-so-great moderation? Evidence on changing volatility from Australian regions

Shepherd, David; Dixon, Robert - Department of Economics, Faculty of Business and Economics - 2010

In this paper we examine Australian data on national and regional employment numbers, focusing in particular on whether there have been common national and regional changes in the volatility of employment. A subsidiary objective is to assess whether the results derived from traditional growth...

Persistent link: https://www.econbiz.de/10008554055

A simple model of unemployment rate dynamics

Dixon, Robert - 2002

Persistent link: https://www.econbiz.de/10001679029