| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Range-Based Multivariate Model for Exchange Rate Volatility |
1 |
2 |
21 |
238 |
1 |
3 |
34 |
479 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
3 |
6 |
26 |
432 |
9 |
31 |
114 |
1,430 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
3 |
5 |
13 |
159 |
3 |
7 |
22 |
416 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
0 |
0 |
0 |
1 |
7 |
16 |
53 |
1,021 |
| Daily Exchange Rate Behaviour and Hedging of Currency Risk |
1 |
2 |
6 |
501 |
1 |
4 |
26 |
2,281 |
| Daily exchange rate behaviour and hedging of currency risk |
2 |
3 |
18 |
466 |
6 |
17 |
61 |
1,762 |
| Daily exchange rate behaviour and hedging of currency risk |
1 |
2 |
2 |
2 |
1 |
3 |
3 |
3 |
| Daily exchange rate behaviour and hedging of currency risk |
1 |
1 |
1 |
1 |
1 |
4 |
4 |
4 |
| Daily exchange rate behaviour and hedging of currency risk |
2 |
3 |
8 |
232 |
2 |
5 |
39 |
673 |
| Do Exchange Rates Move in Line With Uncovered Interest Parity? |
5 |
6 |
30 |
88 |
7 |
8 |
53 |
130 |
| Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations |
2 |
9 |
41 |
80 |
5 |
19 |
90 |
184 |
| Financial Integration Through Benchmarks: The European Banking Sector |
0 |
5 |
18 |
167 |
3 |
12 |
60 |
425 |
| Hedging Exposure to Electricity Price Risk in a Value at Risk Framework |
6 |
20 |
72 |
173 |
16 |
51 |
165 |
381 |
| Hourly Electricity Prices in Day-Ahead Markets |
5 |
18 |
69 |
161 |
21 |
54 |
191 |
432 |
| International Portfolio Choice |
0 |
0 |
5 |
156 |
0 |
1 |
6 |
297 |
| Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later |
1 |
10 |
18 |
57 |
2 |
15 |
54 |
111 |
| Irving Fisher, Expectational Errors, and the UIP Puzzle |
1 |
3 |
12 |
65 |
4 |
14 |
41 |
142 |
| Neglected Common Factors in Exchange Rate Volatility |
0 |
0 |
0 |
0 |
5 |
13 |
54 |
895 |
| On the Variation of Hedging Decisions in Daily Currency Risk Management |
3 |
3 |
13 |
259 |
7 |
9 |
45 |
777 |
| On the variation of hedging decisions in daily currency risk management |
4 |
5 |
21 |
271 |
5 |
9 |
45 |
1,009 |
| On the variation of hedging decisions in daily currency risk management |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Price Discovery on Foreign Exchange Markets |
2 |
2 |
8 |
66 |
6 |
7 |
34 |
466 |
| Price Discovery on Foreign Exchange Markets with Differentially Informed Traders |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
229 |
| Price Discovery on Foreign Exchange Markets with Differentially Informed Traders |
0 |
0 |
8 |
143 |
0 |
2 |
23 |
779 |
| Regime Jumps in Electricity Prices |
2 |
16 |
52 |
561 |
6 |
28 |
101 |
1,115 |
| Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk |
3 |
8 |
32 |
79 |
3 |
12 |
62 |
178 |
| Stochastic volatility and the distribution of exchange rate news |
3 |
5 |
22 |
51 |
7 |
14 |
50 |
418 |
| Total Working Papers |
51 |
134 |
516 |
4,409 |
129 |
361 |
1,444 |
16,037 |