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Implied volatility term structure and exchange rate predictability

José Renato Haas Ornelas and Roberto Baltieri Mauad
Year of publication:
March 2019
Authors: Ornelas, José Renato Haas ; Mauad, Roberto Baltieri
Publisher: Brasília, DF, Brazil : Banco Central do Brasil
Subject: Volatilität | Volatility | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Theorie | Theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | US-Dollar | US dollar
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