Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?
Year of publication: |
November 1991
|
---|---|
Authors: | Wei, Shang-Jin |
Other Persons: | Frankel, Jeffrey A. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Wechselkurs | Exchange rate | Rationale Erwartung | Rational expectations | Währungsderivat | Currency derivative | Volatilität | Volatility |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w3910 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w3910 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Lansing, Kevin J., (2014)
-
The effect of forward exchange on spot rate volatility under risk and rational expectations
Kawai, Masahiro, (1982)
-
Kawai, Masahiro, (1982)
- More ...
-
Frankel, Jeffrey A., (2008)
-
Assessing China's Exchange Rate Regime
Frankel, Jeffrey A., (2007)
-
Slow Passthrough Around the World : A New Import for Developing Countries?
Frankel, Jeffrey A., (2005)
- More ...