Documenti analoghi: Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
- Currency option pricing with stochastic interest rates and transaction costs <a> theoretical model
- <The> Implied Volatility of U.S. Interest Rates Evidence from Callable U.S. Treasuries
- Forecasting Day-Ahead Expected Shortfall on the EUR/USD Exchange Rate: The (I)relevance of Implied Volatility
- Real exchange rate volatility does the nominal exchange rate regime matter?
- Exchange rate volatility <the> impact of learning behaviour and the institutional framework
- Exchange rate volatility in an equilibrium asset pricing model.