Narrow search
Showing 1 - 10 of 245
Cover Image
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel; Chang, P. H. Kevin - 1997
Persistent link: https://www.econbiz.de/10000623860
Cover Image
Implied exchange rate distributions : evidience from OTC option markets
Campa, José Manuel; Chang, P. H. Kevin; Reider, Robert L. - 1997
Persistent link: https://www.econbiz.de/10000642832
Cover Image
An options-based analysis of emerging market exchange rate expectations: Brazil's Real Plan, 1994-1999
Campa, José Manuel; Chang, P. H. Kevin; Refalo, James F. - In: Journal of development economics 69 (2002) 1, pp. 227-253
Persistent link: https://www.econbiz.de/10001696072
Cover Image
An options-based analysis of emerging market exchange rate expectations : Brazil's Real plan, 1994 - 1999
Campa, José Manuel; Chang, P. H. Kevin; Refalo, James F. - 2000
Persistent link: https://www.econbiz.de/10001486777
Cover Image
ERM bandwidths for EMU and after : evidence from foreign exchange options
Campa, José Manuel - In: Economic policy : a European forum (1997), pp. 53-89
Persistent link: https://www.econbiz.de/10001221227
Cover Image
ERM realigment risk and its economic determinants as reflected in cross-rate options
Campa, José Manuel - In: The economic journal : the journal of the Royal … 108 (1998) 449, pp. 1046-1066
Persistent link: https://www.econbiz.de/10001245096
Cover Image
Options-based evidence on the credibility of the peseta in the ERM
Campa, José Manuel - In: Investigaciones económicas 20 (1996) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001199667
Cover Image
Realignment risk in the exchange rate mechanism : evidence from pound-mark cross-rate options
Campa, José Manuel - 1994
Persistent link: https://www.econbiz.de/10000905644
Cover Image
Implied exchange rate distributions : evidence from OTC option markets
Campa, José Manuel - In: Journal of international money and finance 17 (1998) 1, pp. 117-160
Persistent link: https://www.econbiz.de/10001338367
Cover Image
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel; Chang, P. H. Kevin - In: Journal of international money and finance 17 (1998) 6, pp. 855-880
Persistent link: https://www.econbiz.de/10001381741