Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
Salvato in:
| Autore principale: | |
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| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
San Domenico (FI)
European University Institute
1994
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| Serie: | EUI Working paper ECO
No. 94/10 |
| Soggetti: | |
| Tags: |
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