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A note on the term structure of implied volatilities for the yen-US dollar currency option
Takezawa, Nobuya
;
Shiraishi, Noriyoshi
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001372068
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Cointegration, common factors, and the term structure of Yen offshore interest rates
Hiraki, Takato
- In:
The journal of fixed income
6
(
1996
)
3
,
pp. 69-75
Persistent link: https://www.econbiz.de/10001214248
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