登录 注册 会员服务 联系我们

On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective

  • Published:2017-03 Issue:2-3 Volume:49 Page:567-578
  • ISSN:0022-2879
  • Container-title:Journal of Money, Credit and Banking
  • language:en
  • Short-container-title:Journal of Money, Credit and Banking

Author:

HERTRICH MARKUS,ZIMMERMANN HEINZ

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. Empirical Performance of Alternative Option Pricing Models;Bakshi;Journal of Finance,1997

2. Target Zones and Exchange Rates: An Empirical Investigation;Bekaert;Journal of International Economics,1998

3. Equilibrium Asset Price Ranges;Bergman;International Review of Financial Analysis,1996

4. The Swiss Experiment: From the Lower Bound to Flexible Exchange Rates;Bernholz;Cato Journal,2015

5. Vanna-Volga Methods Applied to FX Derivatives: From Theory to Market Practice;Bossens;International Journal of Theoretical and Applied Finance,2010

Cited by 21 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Arbitrage problems with reflected geometric Brownian motion;Finance and Stochastics;2023-12-20

2. Long-term option pricing with a lower reflecting barrier;Annals of Actuarial Science;2023-01-05

3. Judgment day: Algorithmic trading around the Swiss franc cap removal;Journal of International Economics;2023-01

4. Liquidity in the global currency market;Journal of Financial Economics;2022-12

5. Judgment Day: Algorithmic Trading Around the Swiss Franc Cap Removal;SSRN Electronic Journal;2022
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3