Testing the Expectations Hypothesis on the Term Structure of Implied Volatilities in Foreign Exchange Options
| Year of publication: |
1994
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| Authors: | Campa, Jose Manuel ; Chang, P.H. Kevin |
| Institutions: | Economics Department, Stern School of Business |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005106188