Normal view MARC view ISBD view

Are option-implied forecasts of exchange rate volatility excessively variable?

By: Wei, Shang Jin.
Material type: TextTextSeries: Working paper ; 3910.Publisher: Cambridge (Mss.) National Bureau of Economic Research 1991Description: 32 p. gráf. 22 cm.Subject(s): CAMBIO EXTERIOR | VOLATILIDAD FINANCIERA
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)

Powered by Koha