Implied exchange rate distributions : evidence from OTC option markets
José M. Campa ; P. H. Kevin Chang ; Robert L. Reider
| Year of publication: |
1998
|
|---|---|
| Authors: | Campa, José Manuel |
| Other Persons: | Chang, P. H. Kevin (contributor) ; Reider, Robert L. (contributor) |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 17.1998, 1, p. 117-160
|
| Subject: | Wechselkurstheorie | Exchange rate theory | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Erwartungsbildung | Expectation formation | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | USA | United States | Deutschland | Germany | Japan | Großbritannien | United Kingdom | Frankreich | France | Italien | Italy |
| Extent: | Graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001338367