✦ LIBER ✦

MODELLING RISK IN THE INTERWAR FOREIGN EXCHANGE MARKET

✍ Scribed by PATRICIA FRASER; MARK P. TAYLOR

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Global liquidity risk in the foreign exc

✍ Chiara Banti; Kate Phylaktis; Lucio Sarno 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 359 KB

A multivariate GARCH model of risk premi

✍ Dimitrios Malliaropulos 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 929 KB

The pricing of foreign exchange risk in

✍ Amalia Di Iorio; Robert Faff 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 124 KB

Macroeconomic uncertainty and the risk p

✍ XIAOQIANG HU 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 306 KB

On the presence of risk premiums in fore

✍ Jean-Claude Cosset 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 841 KB

A parallel model for the foreign exchang

✍ Rodolphe Chatagny; Bastien Chopard 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 303 KB