Are standard deviations implied in currency option prices good predictors of future exchange rate volatility?
Mariusz Tamborski
| Year of publication: |
1994
|
|---|---|
| Authors: | Tamborski, Mariusz |
| Publisher: |
Badia Fiesolana, San Domenico (FI) : European Univ. Inst., Economics Dep. |
| Subject: | Volatilität | Volatility | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Wechselkurs | Exchange rate | Derivat | Derivative |
| Extent: | 23 S |
|---|---|
| Series: | EUI working paper. - San Domenico : EUI, ZDB-ID 1385859-2. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 21 - 23 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000147945