Casper de Vries - Central Bank Research Hub

Papers by year: All | 2013 | 2010 | 2007 | 2004

Title Other author(s)

On agricultural commodities' extreme price risk

Netherlands Bank DNB Working Papers [View] (Paper: 403, 02.12.2013)

The Forward Premium Puzzle and Latent Factors Day by Day

Netherlands Bank DNB Working Papers [View] (Paper: 246, 14.07.2010)

JEL: F31, F37, G13

The Forward Premium Puzzle: New Evidence from Futures Contracts

Netherlands Bank DNB Working Papers [View] (Paper: 125, 01.02.2007)

Fundamentals and joint currency crises

European Central Bank Working papers [View] (Paper: 0324, 13.04.2004)

JEL: C49, F31, G12, G39

Papers by year: All | 2013 | 2010 | 2007 | 2004