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Arbitrage-based tests of target-zone credibility evidence from ERM cross-rate options / José Manuel Campa, P.H. Kevin Chang. by
Material type: Article Article
Language: English In: The American Economic Review Vol. 86, no. 4 (Sep. 1996). , p. 726-740.
Availability: Vol. 86, no. 4 (Sep. 1996). , p. 726-740. (1)

Implied Exchange Rate Distributions: Evidence from OTC Option Markets / Jose M. Campa, P.H. Kevin Chang, Robert L. Reider. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w6179.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1997
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w6179.

The Forecasting Ability of Correlations Implied in Foreign Exchange Options / Jose M. Campa, P. H. Kevin Chang. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w5974.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1997
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w5974.

An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997 / Jose M. Campa, P.H. Kevin Chang, James F. Refalo. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w6929.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1999
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w6929.

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