DM-dollar volatility View on Open Library

DM-dollar volatility

by Torben G. Andersen

No reviews yet
First published: 1996 1 language
Subjects
American Dollar Foreign exchange market Foreign exchange rates German Mark

Reviews

Log in or sign up to write a review.

No reviews yet. Be the first!

More by Torben G. Andersen

Do bonds span volatility risk in the U.S. treasury market?

Do bonds span volatility risk in the U.S...

No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise

No-arbitrage semi-martingale restriction...

Testing for market microstructure effects in intraday volatility

Testing for market microstructure effect...

Answering the critics

Answering the critics

Foreign currency translation of multiperiod monetary investments and liabilities under uncertainty

Foreign currency translation of multiper...

An empirical investigation of continuous-time equity return models

An empirical investigation of continuous...

You Might Also Like

More in American Dollar
one hundred dollar misunderstanding

one hundred dollar misunderstanding

Robert Gover
The day the dollar dies

The day the dollar dies

Willard Cantelon
The great super cycle

The great super cycle

David Skarica
The little book of the shrinking dollar

The little book of the shrinking dollar

Addison Wiggin
1-dollar coin

1-dollar coin

L. Nye Stevens
1-dollar coin

1-dollar coin

United States. General Accounting Office