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Schleicher, Christoph's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
721 |
Total
Citations
19 |
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1.
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Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index
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Hurd, Matthew Bank of England - Monetary Analysis Salmon, Mark University of Cambridge - Faculty of Economics and Politics Schleicher, Christoph Bank of England
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Posted:
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10 Aug 05
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Last Revised:
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17 Aug 08
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260
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Hurd, Matthew Bank of England - Monetary Analysis Salmon, Mark University of Cambridge - Faculty of Economics and Politics Schleicher, Christoph Bank of England
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26
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Exchange rates, copulae, option implied pdfs, triangular arbitrage
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Hurd, Matthew Bank of England - Monetary Analysis Salmon, Mark University of Cambridge - Faculty of Economics and Politics Schleicher, Christoph Bank of England
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234
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7
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Option-implied distributions, effective exchange rate indices, copula functions, option pricing
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2.
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Pesaran, M. Hashem University of Southern California Schleicher, Christoph Bank of England Zaffaroni, Paolo Imperial College Business School
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195
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9
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model averaging, Value-at-Risk, decision based evaluations
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3.
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Schleicher, Christoph Bank of England
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130
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3
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business cycles, mechanical filters, spectral analysis
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4.
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Price, Simon City University London - Department of Economics Schleicher, Christoph Bank of England
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108
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Investment, Tobin's Q, long-horizon forecasting
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5.
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Price, Simon City University London - Department of Economics Schleicher, Christoph Bank of England
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28
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6.
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Schleicher, Christoph Bank of England Gurgul, Henryk Independent Mestel, Roland University of Graz
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Records 1 -
6
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