The forecasting ability of correlations implied in foreign exchange options
| Year of publication: |
1998
|
|---|---|
| Authors: | Campa, J.M. ; Chang, P.H.K. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 17.1998, 6, p. 855-880
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