THE FORECASTING ABILITY OF CORRELATIONS IMPLIED IN FOREIGN EXCHANGE OPTIONS
| Year of publication: |
1997
|
|---|---|
| Authors: | Campa, José M. ; Chang, P.H.Kevin |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1997, 5974
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