The Asymmetric Volatility of Yen Currency Futures : International Cross Rates
Year of publication: |
2010
|
---|---|
Authors: | Gregory, Richard Paul |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Yen | Volatilität | Volatility | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Japan | Welt | World |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 27, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1596635 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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