The forecasting ability of correlations implied in foreign exchange options
| Year of publication: |
1998
|
|---|---|
| Authors: | Campa, Jose Manuel ; Chang, P. H. Kevin |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 17.1998, 6, p. 855-880
|
| Publisher: |
Elsevier |