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~institution:"London School of Economics (LSE)"
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THREE-POINT VOLATILITY SMILE C...
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Currency crises
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arbitrage
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Vulnerability of currency pegs: evidence from Brazil
Guimaraes, Bernardo
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London School of Economics (LSE)
-
2008
Brazilian pegged exchange rate regime, using data on exchange rate
options
. The empirical results are consistent with model …
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