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peter f christoffersen

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Peter F. Christoffersen · Academic Press

326 sayfa · 2012

Financial risk management

CiltDo Asset Prices in Transition Countries Contain Information about Future Economic Activity?Torsten Slk, Peter F. Christoffersen

Do Asset Prices in Transition Countries Contain Information about Future Economic Activity?

Torsten Slk, Peter F. Christoffersen · International Monetary Fund

Sayfa sayısı yok · 2000

Kategori yok

CiltFrom Inflation to Growth - Eight Years of TransitionPeter Doyle, Peter F. Christoffersen

From Inflation to Growth - Eight Years of Transition

Peter Doyle, Peter F. Christoffersen · International Monetary Fund

Sayfa sayısı yok · 1998

Kategori yok

InvestmentsFinancial asset returns, direction-of-change forecasting, and volatility dynamicsPeter F. Christoffersen

Financial asset returns, direction-of-change forecasting, and volatility dynamics

Peter F. Christoffersen · National Bureau of Economic Research

21 sayfa · 2003

Mathematical models / Securities / Prices / Risk / Investments

Interest ratesInterest rate arbitrage in currency basketsPeter F. Christoffersen

Interest rate arbitrage in currency baskets

Peter F. Christoffersen · International Monetary Fund, Asia and Pacific Department

30 sayfa · 1999

Econometric models / Foreign exchange rates / Cointegration / Forecasting / Interest rates

CausationIs Poland ready for inflation targeting?Peter F. Christoffersen

Is Poland ready for inflation targeting?

Peter F. Christoffersen · International Monetary Fund, European I Department

31 sayfa · 1999

Econometric models / Consumer price indexes / Economic indicators / Monetary policy / Causation

CiltThe informational content of over-the-counter currency optionsPeter F. Christoffersen

The informational content of over-the-counter currency options

Peter F. Christoffersen · European Central Bank

Sayfa sayısı yok · 2004

Kategori yok

ForecastingHow relevant is volatility forecasting for financial risk management?Peter F. Christoffersen

How relevant is volatility forecasting for financial risk management?

Peter F. Christoffersen · National Bureau of Economic Research

25 sayfa · 1998

Econometric models / Prices / Risk management / Assets (Accounting) / Forecasting

CiltCointegration and Long-Horizon ForecastingFrancis X. Diebold, Peter F. Christoffersen

Cointegration and Long-Horizon Forecasting

Francis X. Diebold, Peter F. Christoffersen · International Monetary Fund

30 sayfa · 1997

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CiltFrom Inflation to GrowthPeter Doyle, Peter F. Christoffersen

From Inflation to Growth

Peter Doyle, Peter F. Christoffersen · International Monetary Fund

36 sayfa · 1998

Kategori yok