Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options
| Year of publication: |
1995
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|---|---|
| Authors: | Campa, José Manuel ; Chang, P.H.Kevin |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 50.1995, 2, p. 529-548
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