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| DP17101 Volatility (Dis)Connect in International Markets 智库出版物
2022
作者: Ric Colacito; Mariano Massimiliano Croce; Yang Liu; Ivan Shaliastovich
  收藏 | 浏览/下载：14/0 | 提交时间：2022/09/22
Volatility risk Foreign exchange disconnect Risk sharing |
| DP16611 Currency Volatility and Global Technological Innovation 智库出版物
2021
作者: Po-Hsuan Hsu; Mark Taylor; Zigan Wang; Qi Xu
收藏 | 浏览/下载：10/0 | 提交时间：2022/09/22
Foreign exchange volatility Technological innovation Patents R&d |
| DP13325 Volatility Risk Pass-Through 智库出版物
2018
作者: Ric Colacito; Mariano Massimiliano Croce; Yang Liu; Ivan Shaliastovich
收藏 | 浏览/下载：10/0 | 提交时间：2022/09/22
Volatility pass-through Foreign exchange disconnect Risk sharing |
| DP7893 Spot and Forward Volatility in Foreign Exchange 智库出版物
2010
作者: LUCIO SARNO; Pasquale Della Corte; Ilias Tsiakas
收藏 | 浏览/下载：3/0 | 提交时间：2022/09/22
Implied volatility Foreign exchange Forward volatility agreement Unbiasedness Volatility speculation |
| Endogenous Uncertainty: A Unified View of Market Volatility 智库出版物
1997
作者: Mordecai Kurz
Adobe PDF(2433Kb) | 收藏 | 浏览/下载：3/0 | 提交时间：2019/06/14
Rational Expectation Equilibrium (REE),rational beliefs,Rational Belief Equilibrium (RBE),Endogenous uncertainty,State of belief,Market volatility,Equity risk premium,Riskless rate,GARCH,Forward discount bias,Foreign exchange rates,OLG economy,Correlation |
