Is there a premium for currencies correlated with volatility? : Some evidence from risk reversals

Henri Pagès

Year of publication:	1996
Authors:	Pagès, Henri
Institutions:	Banque de France / Direction des Etudes Economiques et de la Recherche (contributor)
Publisher:	Paris : Dir. des Etudes Economiques et de la Recherche
Subject:	Währungsderivat \| Currency derivative \| Volatilität \| Volatility \| Deutsche Mark \| Französischer Franc \| French franc \| US-Dollar \| US dollar \| Yen \| Welt \| World \| 1994-1995

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