The correlation structure of FX option markets before and since the financial crisis
Year of publication: |
2010
|
---|---|
Authors: | Chalamandaris, Georgios ; Tsekrekos, Andrianos E. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 1/3, p. 73-84
|
Subject: | Devisenmarkt | Foreign exchange market | Devisenoption | Currency option | Finanzkrise | Financial crisis | 1999-2009 |
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