Are Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?
Year of publication: |
[2021]
|
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Authors: | Wei, Shang-Jin ; Frankel, Jeffrey A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Rationale Erwartung | Rational expectations | Währungsderivat | Currency derivative | Volatilität | Volatility |
Extent: | 1 Online-Ressource (51 p) |
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Series: | NBER Working Paper ; No. w3910 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1991 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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