Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10001504628
Persistent link: https://www.econbiz.de/10003836559
Market analysts and central banks often use the implied volatility of FX options as an indicator of expected exchange rate uncertainty. The aim of our study is to investigate the limits of this statistic. We present some key factors that may deviate the value of implied volatility from the...
Persistent link: https://www.econbiz.de/10009350036
Persistent link: https://www.econbiz.de/10009405138
Persistent link: https://www.econbiz.de/10003377720