The Forecasting Ability of Correlations Implied in Foreign Exchange Options
Author(s) -
José Manuel Campa,
P. H. Kevin Chang
Publication year - 1997
Language(s) - English
Resource type - Reports
DOI - 10.3386/w5974
Subject(s) - foreign exchange , econometrics , economics , monetary economics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom