The valuation of interest rate digital options and range notes revisited.
- Published in:
- European Financial Management, 1999, v. 5, n. 3, p. 425, doi. 10.1111/1468-036x.00103
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- Publication type:
- Article
Works matching IS 13547798 AND DT 1999 AND VI 5 AND IP 3
Results: 8
1
2
Earnings announcements, asymmetric information, trades and quotes.
- Published in:
- European Financial Management, 1999, v. 5, n. 3, p. 411, doi. 10.1111/1468-036x.00102
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- Publication type:
- Article
3
Short sales constraints, liquidity and price discovery: an empirical analysis on the Paris Bourse.
- Published in:
- European Financial Management, 1999, v. 5, n. 3, p. 395, doi. 10.1111/1468-036x.00101
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- Publication type:
- Article
4
Is there value-added information in liquidity and risk premiums?
- Published in:
- European Financial Management, 1999, v. 5, n. 3, p. 369, doi. 10.1111/1468-036x.00100
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- Publication type:
- Article
5
A unifying microstructure framework for modeling intraday and interday asset pricing dynamics: the case of exchange rates.
- Published in:
- European Financial Management, 1999, v. 5, n. 3, p. 341, doi. 10.1111/1468-036x.00099
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- Publication type:
- Article
6
Risk aversion and the bid-ask spread.
- Published in:
- European Financial Management, 1999, v. 5, n. 3, p. 323, doi. 10.1111/1468-036x.00098
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- Publication type:
- Article
7
Introduction.
- Published in:
- European Financial Management, 1999, v. 5, n. 3, p. 321, doi. 10.1111/1468-036x.00097
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- Publication type:
- Article
8
Executive summaries.
- Published in:
- European Financial Management, 1999, v. 5, n. 3, p. 313, doi. 10.1111/1468-036x.00096
- Publication type:
- Article