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ARCH-modelling of spot and forward exchange rates

ARCH-modelling of spot and forward exchange rates
PaperMicroform図書
Van Beeck, Hans PaulUMI1988
Other Libraries in Japan
  • Subject HeadingForeign exchange -- Mathematical models Foreign exchange futures -- Mathematical models
  • Subject Heading (ID)Foreign exchange -- Mathematical models Foreign exchange futures -- Mathematical models

Wechselkursbildung bei Risikoaversion und rationalen Erwartungen : eine modelltheoretische Untersuchung

Wechselkursbildung bei Risikoaversion und rationalen Erwartungen : eine modelltheoretische Untersuchung
Paper図書
Konrad NoltenhansP. Langc1988
Other Libraries in Japan
  • Subject HeadingForeign exchange futures -- Mathematical models Rational expectations (Econom...
  • Subject Heading (ID)Foreign exchange futures -- Mathematical models Rational expectations (Econom...

Portfolio speculation and forward market efficiency

Portfolio speculation and forward market efficiency
Microform図書
Lee, Edward J. QUniversity Microfilms International1986
Other Libraries in Japan
  • Subject HeadingForeign exchange futures -- Mathematical models Money market Foreign exchange
  • Subject Heading (ID)Foreign exchange futures -- Mathematical models Money market Foreign exchange

Three essays on spot and forward foreign exchange rates : the theory of their determination, the estimation of a Markovian model and an investigation of the effect of government intervention

Three essays on spot and forward foreign exchange rates : the theory of their determination, the estimation of a Markovian model and an investigation of the effect of government intervention
Microform図書
Bossaerts, Peter LucUniversity Microfilms International1986
Other Libraries in Japan
  • Subject HeadingForeign exchange futures -- Mathematical models Foreign exchange -- Mathemati...
  • Subject Heading (ID)Foreign exchange futures -- Mathematical models Foreign exchange -- Mathemati...

Do forward exchange rates include risk premia?

Do forward exchange rates include risk premia?
PaperMicroform図書
Levine, Ross EricUMI1987
Other Libraries in Japan
  • Subject HeadingForeign exchange futures -- Mathematical models Risk -- Mathematical models F...
  • Subject Heading (ID)Foreign exchange futures -- Mathematical models Risk -- Mathematical models F...

Foreign exchange speculation in the very short run : a theoretical hypothesis and some preliminary empirical results

Foreign exchange speculation in the very short run : a theoretical hypothesis and some preliminary empirical results
Paper図書
by Salvatore RossiBanca d'Italia, Research Dept.1983
Other Libraries in Japan
  • Subject HeadingForeign exchange futures -- Mathematical models
  • Subject Heading (ID)Foreign exchange futures -- Mathematical models

Optimal foreign exchange speculation and the determination of exchange rates

Optimal foreign exchange speculation and the determination of exchange rates
Paper図書
Jonathan Eaton and Stephen J. TurnovskyAustralian National University, Faculty of Economics and Research School of Social Sciences1980
Other Libraries in Japan
  • Subject HeadingForeign exchange futures -- Mathematical models
  • Subject Heading (ID)Foreign exchange futures -- Mathematical models

The forward exchange market, speculation and exchange market intervention

The forward exchange market, speculation and exchange market intervention
Paper図書
Jonathan Eaton and Stephen J. TurnovskyAustralian National University, Faculty of Economics and Research School of Social Sciences1980
Other Libraries in Japan
  • Subject HeadingForeign exchange futures -- Mathematical models
  • Subject Heading (ID)Foreign exchange futures -- Mathematical models

Futures markets : the maturity effect on risk and return

Futures markets : the maturity effect on risk and return
PaperMicroform図書
by Mark G. CastelinoUniversity Microfilms Internationalc1981
Other Libraries in Japan
  • Subject HeadingHedging (Finance) -- Mathematical models Foreign exchange futures -- Mathematical models
  • Subject Heading (ID)Hedging (Finance) -- Mathematical models Foreign exchange futures -- Mathematical models

Exchange risk and efficiency of foreign exchange markets : 1974-79

Exchange risk and efficiency of foreign exchange markets : 1974-79
PaperMicroform図書
Tandon, KishoreUniversity Microfilms International1981
Other Libraries in Japan
  • Subject Heading...matical models Foreign exchange futures -- Mathematical models Speculation -- Mathematical m...
  • Subject Heading (ID)...matical models Foreign exchange futures -- Mathematical models Speculation -- Mathematical m...

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