Open AccessAre Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?
Author(s) -
Shang–Jin Wei,
Jeffrey A. Frankel
Publication year - 1991
Language(s) - English
Resource type - Reports
DOI - 10.3386/w3910
Subject(s) - implied volatility , economics , volatility (finance) , volatility smile , econometrics , variable (mathematics) , financial economics , exchange rate , monetary economics , mathematics , mathematical analysis