Implied exchange rate distributions: evidence from OTC option markets
Gespeichert in:
Hauptverfasser: | , , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
1997
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Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
6179 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 48 S. zahlr. graph. Darst. |
Internformat
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490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 6179 | |
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650 | 4 | |a Foreign exchange rates |x Econometric models | |
700 | 1 | |a Chang, P. H. Kevin |e Verfasser |0 (DE-588)129645613 |4 aut | |
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author | Campa, José Manuel 1964- Chang, P. H. Kevin Reider, Robert L. |
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id | DE-604.BV011746647 |
illustrated | Illustrated |
indexdate | 2024-07-09T18:15:05Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007925565 |
oclc_num | 37838820 |
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physical | 48 S. zahlr. graph. Darst. |
publishDate | 1997 |
publishDateSearch | 1997 |
publishDateSort | 1997 |
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series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
spelling | Campa, José Manuel 1964- Verfasser (DE-588)123077370 aut Implied exchange rate distributions evidence from OTC option markets José M. Campa ; P. H. Kevin Chang ; Robert L. Reider Cambridge, Mass. 1997 48 S. zahlr. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6179 Ökonometrisches Modell Foreign exchange options Econometric models Foreign exchange rates Econometric models Chang, P. H. Kevin Verfasser (DE-588)129645613 aut Reider, Robert L. Verfasser (DE-588)129645648 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6179 (DE-604)BV002801238 6179 http://papers.nber.org/papers/w6179.pdf kostenfrei Volltext |
spellingShingle | Campa, José Manuel 1964- Chang, P. H. Kevin Reider, Robert L. Implied exchange rate distributions evidence from OTC option markets National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Foreign exchange options Econometric models Foreign exchange rates Econometric models |
title | Implied exchange rate distributions evidence from OTC option markets |
title_auth | Implied exchange rate distributions evidence from OTC option markets |
title_exact_search | Implied exchange rate distributions evidence from OTC option markets |
title_full | Implied exchange rate distributions evidence from OTC option markets José M. Campa ; P. H. Kevin Chang ; Robert L. Reider |
title_fullStr | Implied exchange rate distributions evidence from OTC option markets José M. Campa ; P. H. Kevin Chang ; Robert L. Reider |
title_full_unstemmed | Implied exchange rate distributions evidence from OTC option markets José M. Campa ; P. H. Kevin Chang ; Robert L. Reider |
title_short | Implied exchange rate distributions |
title_sort | implied exchange rate distributions evidence from otc option markets |
title_sub | evidence from OTC option markets |
topic | Ökonometrisches Modell Foreign exchange options Econometric models Foreign exchange rates Econometric models |
topic_facet | Ökonometrisches Modell Foreign exchange options Econometric models Foreign exchange rates Econometric models |
url | http://papers.nber.org/papers/w6179.pdf |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT campajosemanuel impliedexchangeratedistributionsevidencefromotcoptionmarkets AT changphkevin impliedexchangeratedistributionsevidencefromotcoptionmarkets AT reiderrobertl impliedexchangeratedistributionsevidencefromotcoptionmarkets |