Foreign exchange option and returns based correlation forecasts: evaluation and two applications
Year of publication: |
2005-02
|
---|---|
Authors: | Castrén, Olli ; Mazzotta, Stefano |
Institutions: | European Central Bank |
Subject: | Correlation forecasts | currency options data | effective exchange rate |
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Foreign exchange option and returns based correlation forecasts: evaluation and two applications
Castrén, Olli, (2005)
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Castrén, Olli, (2005)
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Foreign exchange option and returns based correlation forecasts: evaluation and two applications
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