Arbitrage-based tests of target-zone credibility : evidence from ERM cross-rate options
Year of publication: |
1996
|
---|---|
Authors: | Campa, José Manuel |
Other Persons: | Chang, P. H. Kevin (contributor) |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 86.1996, 4, p. 726-740
|
Subject: | Zielzone | Target zone | Arbitrage | Optionsgeschäft | Option trading | Währungsunion | Monetary union | EU-Staaten | EU countries | 1991-1994 |
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