Open AccessAre Option-Implied Forecasts of Exchange Rate Volatility Excessively Variable?
Author(s) -
ShangJin 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
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