Implied volatility linkages among major European currencies
| Year of publication: |
2006
|
|---|---|
| Authors: | Nikkinen, Jussi ; Sahlstrom, Petri ; Vahamaa, Sami |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 16.2006, 2, p. 87-103
|
| Publisher: |
Elsevier |