Details for: Are standard deviations implied in currency option prices good predictors of future exchange rate volatility ? › Institut de Recherche sur le Maghreb Contemporain catalog

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Are standard deviations implied in currency option prices good predictors of future exchange rate volatility ? [articles] / Mariusz TAMBORSKI ; ITALIE. European University Institute - EUI. Economics department (Florence) ; ITALIE. European University Institute - EUI. Economics department (Florence), fasc. 10

Main Author: TAMBORSKI, MariuszCorporate Author (Secondary): ITALIE. European University Institute - EUI. Economics department (Florence);, ITALIE. European University Institute - EUI. Economics department (Florence)Language: anglais.Publication: European University Institute, Florence - Italie : 1994 Item type:

articles

Holdings
Item type	Current library	Shelving location	Call number	Status	Date due	Barcode
articles	Institut de Recherche sur le Maghreb Contemporain	Magasin	001.891:33(04) EUI(450) (Browse shelf(Opens below))	Available

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Previous	001.891:33(04) EUI(450) Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea.	001.891:33(04) EUI(450) Polynomially cointegrated systems and their representations : a synthesis.	001.891:33(04) EUI(450) Currency option pricing with stochastic interest rates and transaction costs : a theoretical model.	001.891:33(04) EUI(450) Are standard deviations implied in currency option prices good predictors of future exchange rate volatility ?	001.891:33(04) EUI(450) An Elementary account of Amari's expected geometry. fasc. 12	001.891:33(04) EUI(450) Procyclical productivity, externalities and labor hoarding : a reexamination of evidence from U.S. manufacturing.	001.891:33(04) EUI(450) A Structural model of intra-European airline competition.	Next

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