Are option-implied forecasts of exchange rate volatility excessively variable? /
Wei, Shang Jin
Are option-implied forecasts of exchange rate volatility excessively variable? / Shang-Jin Wei, Jeffrey A. Frankel. - Cambridge : National Bureau of Economic Research, 1991. - 32, [17] p. : il. ; 21 cm. - NBER working paper series ; 3910 . - NBER. Working paper series. IEC ; v. 33/9. .
Incluye bibliografía.
Cambio exterior--Tarifas--Predicciones
Are option-implied forecasts of exchange rate volatility excessively variable? / Shang-Jin Wei, Jeffrey A. Frankel. - Cambridge : National Bureau of Economic Research, 1991. - 32, [17] p. : il. ; 21 cm. - NBER working paper series ; 3910 . - NBER. Working paper series. IEC ; v. 33/9. .
Incluye bibliografía.
Cambio exterior--Tarifas--Predicciones