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All co-authors densities exchange foreign performance option currency optionspreis substitution net settlement systems concern financial stability bank mergers dynamics deposit rates forecast ability risk neutral eurosystem money market auctions banking perspective forecasting german stock empirical based portfolios search economy fusion einlage sicherung indexoption volatilität prognosemodell
Composed densities foreign foreign exchange substitution net net settlement settlement systems systems concern concern financial financial stability stability bank bank mergers mergers dynamics dynamics deposit deposit rates rates forecast forecast ability ability risk risk neutral neutral densities exchange eurosystem eurosystem money money market market auctions auctions banking banking perspective perspective forecasting forecasting performance performance german german stock stock option option densities densities empirical empirical performance performance option option based based densities exchange currency currency portfolios portfolios currency currency exchange exchange search search economy economy deutscher aktienindex stochastisches modell
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Publishing years Series Discussion paper / Deutsche Bundesbank / Series 2, banking and financial supervision (3) Discussion paper / Volkswirtschaftliches Forschungszentrum, Deutsche Bundesbank / Series 1, Studies of the Economic Research Center (2) Discussion paper / Economic Research Centre of the Deutsche Bundesbank (2) 
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