Implied volatility linkages among major European currencies
Jussi Nikkinen; Petri Sahlström; Sami Vähämaa
| Year of publication: |
2004
|
|---|---|
| Authors: | Nikkinen, Jussi ; Sahlström, Petri ; Vähämaa, Sami |
| Published in: |
Essays on option-implied information. - Vaasa : Universitas Wasaensis, ISBN 952-476-064-9. - 2004, p. 113-137
|
| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Euro | US-Dollar | US dollar | Schweizer Franken | Swiss franc | Pfund Sterling | Pound Sterling |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002466584