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A global hazard index for the world foreign exchange markets

, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (1999)

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The price of gold and the exchange rate, and . Journal of International Money and Finance, 15 (6): 879--897 (December 1996)A global hazard index for the world foreign exchange markets, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (1999)Can short-term foreign exchange volatility be predicted by the global hazard index?, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2001)