Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
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| Autor principal: | |
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| Formato: | Livro |
| Idioma: | inglês |
| Publicado em: |
San Domenico (FI)
European University Institute
1994
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| Colecção: | EUI Working paper ECO
No. 94/10 |
| Assuntos: | |
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