Arbitrage-Based Tests of Target Zone Credibility: Evidence from ERM Cross-Rate Options.
| Year of publication: |
1995
|
|---|---|
| Authors: | Campa, J.M. ; Chang, P.H.K. |
| Institutions: | Graduate School of Business, Columbia University |
| Subject: | EXCHANGE RATE | FORECASTS | ECONOMETRICS | CURRENCIES | INTERNATIONAL FINANCE |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 37 pages |
| Classification: | F30 - International Finance. General ; F31 - Foreign Exchange ; F39 - International Finance. Other |
| Source: |
Persistent link: https://www.econbiz.de/10005776749