A Multifractal Model of Asset Returns Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper Benoit B. Mandelbrot ,
Adlai J. Fisher and
Laurent E. Calvet
Yale University - International Center for Finance
,
University of British Columbia (UBC) - Sauder School of Business
and
HEC Paris (Groupe HEC) - Finance Department
Date Posted: April 21, 1998
Working Paper Series 6612 downloads
Common Risk Factors in Currency Markets Review of Financial Studies ( 2011), 24(11), . Hanno N. Lustig ,
Nikolai L. Roussanov
and
Adrien Verdelhan
UCLA - Anderson School of Management
,
University of Pennsylvania - The Wharton School
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: June 01, 2008 Last Revised: August 27, 2012
Accepted Paper Series 3705 downloads
Fiscal Deficits and Currency Crises CEIS Tor Vergata - Research Paper Series No. 15 Giancarlo Marini
and
Giovanni Piersanti
University of Rome II - Faculty of Economics
and
University of Rome II - Department of Economics and Law
Date Posted: May 08, 2003
Working Paper Series 2341 downloads
Crash-Neutral Currency Carry Trades AFA 2010 Atlanta Meetings Paper Jakub W. Jurek
Princeton University - Bendheim Center for Finance
Date Posted: September 14, 2008 Last Revised: May 28, 2009
Working Paper Series 2066 downloads
Adjusting China's Exchange Rate Policies Institute for International Economics Working Paper No. 04-1 Morris Goldstein
Peter G. Peterson Institute for International Economics
Date Posted: August 25, 2004
Working Paper Series 1667 downloads
Yield Curve Predictors of Foreign Exchange Returns AFA 2011 Denver Meetings Paper Andrew Ang and
Joseph Chen
Columbia Business School - Finance and Economics
and
University of California, Davis - Graduate School of Management
Date Posted: January 25, 2010 Last Revised: June 15, 2011
Working Paper Series 1644 downloads
Bubbles and Crashes in a Behavioural Finance Model CESifo Working Paper Series No. 1194, Riksbank Working Paper No. 164/Riksbank Research Paper Series No. 7 Paul De Grauwe and
Marianna Grimaldi
London School of Economics & Political Science (LSE)
and
Monetary Policy Division Sveriges Riksbank
Date Posted: June 01, 2004
Working Paper Series 1535 downloads
Currency Momentum Strategies Lukas Menkhoff ,
Lucio Sarno ,
Maik Schmeling
and
Andreas Schrimpf
Leibniz Universitaet Hannover - Department of Economics
,
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
Bank for International Settlements (BIS) - Monetary and Economic Department
Date Posted: April 21, 2011 Last Revised: November 07, 2011
Working Paper Series 1467 downloads
Currency Hedging and Corporate Governance: A Cross-Country Analysis FEDS Discussion Paper No. 858, Indiana University Working Paper Ugur Lel
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Date Posted: May 28, 2003 Last Revised: September 06, 2011
Working Paper Series 1357 downloads
Stochastic Skew in Currency Options EFA 2004 Maastricht Meetings Paper No. 1426 Liuren Wu and
Peter Carr
City University of New York, CUNY Baruch College - Zicklin School of Business
and
New York University (NYU) - Courant Institute of Mathematical Sciences
Date Posted: June 30, 2004
Working Paper Series 1354 downloads
Asset Prices and Exchange Rates MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings Anna Pavlova and
Roberto Rigobon
London Business School
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: December 27, 2004
Working Paper Series 1287 downloads
Crash Risk in Currency Markets Emmanuel Farhi ,
Samuel P. Fraiberger
,
Xavier Gabaix ,
Romain Ranciere
and
Adrien Verdelhan
Harvard University - Department of Economics
,
New York University (NYU) - Department of Economics
,
New York University - Stern School of Business
,
International Monetary Fund (IMF)
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: May 07, 2009 Last Revised: June 03, 2009
Working Paper Series 1183 downloads
Explaining Currency Crises John F. Kennedy Faculty Research WP Series R98-07 Gerardo Esquivel and
Felipe Larrain
El Colegio de Mexico - Centro de Estudios Economicos
and
Pontificia Universidad Catolica de Chile
Date Posted: August 25, 1998
Working Paper Series 1178 downloads
Should China Appreciate the Yuan MIT Department of Economics Working Paper No. 04-16 Richard S. Eckaus
Massachusetts Institute of Technology (MIT) - Department of Economics
Date Posted: April 08, 2004
Working Paper Series 1094 downloads
One-Touch Double Barrier Binary Option Values Applied Financial Economics, Vol. 6, pp. 343-346, 1996 C. H. Hui
Hong Kong Monetary Authority - Research Department
Date Posted: May 08, 2007
Accepted Paper Series 1014 downloads
Accounting for Biases in Black-Scholes David K. Backus ,
Silverio Foresi and
Liuren Wu
NYU Stern School of Business
,
Goldman Sachs Group, Inc. - Quantitative Strategy Group
and
City University of New York, CUNY Baruch College - Zicklin School of Business
Date Posted: September 03, 2004
Working Paper Series 1012 downloads
