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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

A model of the real exchange rate

Creedy, John - In: Nonlinear economic models : cross-sectional, times …, (pp. 143-159). 1997

Persistent link: https://www.econbiz.de/10001302942

Unanticipated shocks and systemic influences : the impact of contagion in global equity markets in 1998

Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2003

Persistent link: https://www.econbiz.de/10001760590

Characterizing global investors' risk appetite for emerging market debt during financial crises

Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2003

Persistent link: https://www.econbiz.de/10001929320

Transmission of financial crises and contagion : a latent factor approach

Dungey, Mardi H.; Fry, Renée A.; González Hermosillo, … - 2011

Persistent link: https://www.econbiz.de/10008842351

Contagion in international bond markets during the Russian and the LTCM crises

Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: Journal of financial stability 2 (2006) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10003779046

Contagion in global equity markets in 1998 : the effects of the Russian and LTCM crises

Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: The North American journal of economics and finance : a … 18 (2007) 2, pp. 155-174

Persistent link: https://www.econbiz.de/10003608961

Modeling time varying risk of natural resource assets : implications of climate change

Leroux, Anke D.; Martin, Vance; St. John, Kathryn A. - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 225-257

A multivariate GARCH model of natural resources is specified to capture the effects of time varying portfolio risk. A special feature of the model is the inclusion of realized volatility for natural resource assets that are available at multiple frequencies as well as being sensitive to sudden...

Persistent link: https://www.econbiz.de/10012807747

International comparisons of rural-urban educational attainment : data and determinants

Ulubaşoğlu, Mehmet A. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002576428

International comparisons of rural-urban educational attainment : data and determinants

Ulubaşoğlu, Mehmet A. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003374431